Articles

2024

Alcañiz M, Estévez M, Santolino M. (2024). “Risk of hospitalization of diagnosed COVID-19 cases during the pandemic: A time-series analysis to unveil short- and long-run dynamics”. Journal of Health Social Sciences, 9(1):144-154. DOI: https://doi.org/10.19204/2024/RSKF7

Arenas, L., Vizuete-Luciano, E., Gil-Lafuente, A. (2024) «Banking FinTech and stock market volatility? The BIZUM case» Research in International Business and Finance, Elsevier, vol. 71(C). DOI: https://doi.org/10.1016/j.ribaf.2024.102439

Barcellos-Paula, L., Castro-Rezende, A., Gil-Lafuente, A. (2024) «Application of the Affinities Theory to the environmental sustainability of tourist destinations: The case of Ljubljana». Cleaner and Responsible Consumption, Volume 14, 100216. DOI: https://doi.org/10.1016/j.clrc.2024.100216

Bistuer-Talavera, C., Llobet-Dalmases, J., Plana-Erta, D. Uribe, J. (2024) “Capital structure decisions in the energy transition: Insights from Spain”. Utilities Policy, Volume 91, 2024, 10185. DOI: https://doi.org/10.1016/j.jup.2024.101851.

Bolancé, C., Cao, R., & Guillén, M. (2024) “Conditional likelihood based inference on single index-models for motor insurance claim severity”. SORT-Statistics and Operations Research Transactions, 48(2). DOI: https://doi.org/10.57645/20.8080.02.20

Cespedes, L., Santolino, M., Ayuso, M. (2024). “Effect of population density in aging societies and severity of motor vehicle crash injuries: the case of Spain”. European Transportation Research Review, 16:48. DOI: https://doi.org/10.1186/s12544-024-00674-w

Chuliá, H., Garrón, I. y J.M. Uribe (2024). “Vulnerable Funding in the Global Economy”, Journal of Banking and Finance, 169, 107314. DOI: https://doi.org/10.1016/j.jbankfin.2024.107314

Chuliá, H., Garrón, I. y J.M. Uribe (2024). “Daily Growth at Risk: financial or real drivers? The answer is not always the same”, International Journal of Forecasting, 40(2): 762-776. DOI: https://doi.org/10.1016/j.ijforecast.2023.05.008

Chuliá, H., Klein, T., Muñoz-Mendoza, J.A. y J.M. Uribe (2024). “Vulnerability of European Electricity Markets: A Quantile Connectedness Approach”, Energy Policy, 184, 113862. DOI: https://doi.org/10.1016/j.enpol.2023.113862

Fernández-Pérez, A., Gómez-Puig, M., Sosvilla-Rivero, S. (2024). “Consumer and business confidence connectedness in the euro area: A tale of two crises”. Applied Economic Analysis, Vol. ahead-of-print No. ahead-of-print. DOI: https://doi.org/10.1108/AEA-01-2024-0028

Figuerola-Wischke, A., & Gil-Lafuente, A. M. (2024). «Forecasting the real average retirement benefit in the United States using OWA operators». Technological and Economic Development of Economy, 30(4), 956–975. DOI: https://doi.org/10.3846/tede.2024.20763

Figuerola-Wischke, A., Merigó, J. M., Gil-Lafuente, A. M., & Boria-Reverter, J. (2024). «A Bibliometric Review of the Ordered Weighted Averaging Operator». Mathematics, 12(7), 1053. DOI: https://doi.org/10.3390/math12071053

Giraldo, C., Giraldo, I., Gomez-Gonzalez, J., Uribe, J. (2024) “High frequency monitoring of credit creation: A new tool for central banks in emerging market economies”, The Quarterly Review of Economics and Finance, Elsevier, vol. 97(C). DOI: https://doi.org/10.1016/j.qref.2024.101893

Giraldo, C., Giraldo, I., Gomez-Gonzalez, J., & Uribe, J. (2024). “U.S. monetary policy shocks and bank lending in Latin America: evidence of an international bank lending channel”. Applied Economics Letters, 1–5. DOI: https://doi.org/10.1080/13504851.2024.2331672

Giraldo C., Giraldo I., Gomez-Gonzalez J., Uribe J. (2024) “Financial integration and banking stability: A post-global crisis assessment”, Economic Modelling, Volume 139, 2024, 106835. DOI: https://doi.org/10.1016/j.econmod.2024.106835

Gomez-Gonzalez, J., Hirs-Garzon, J., Uribe, J. (2024) “US uncertainty shocks on real and financial markets: A multi-country perspective”. Economic Systems, Volume 48, Issue 3, 2024, 101180. DOI: https://doi.org/10.1016/j.ecosys.2024.101180

Gomez-Gonzalez, J.E., Hirs-Garzón, J., Sanin-Restrepo, S., Uribe, J. (2024) “Financial and Macroeconomic Uncertainties and Real Estate Markets”. Eastern Econ J 50, 29–53. DOI: https://doi.org/10.1057/s41302-023-00263-0

Gómez-Puig, M., Sosvilla-Rivero (2024). “Assessing heterogeneous time-varying impacts in the debt-growth nexus”. Applied Economics, 1–19.  DOI: https://doi.org/10.1080/00036846.2024.2311068

Guillén M., Bardes Robles I., Bordera Cabrera E., Acebes Roldán X., Bolancé C., Jorba D., Moriña D. “Acute respiratory infection rates in primary care anticipate ICU bed occupancy during COVID-19 waves”. PLoS One. 2022 May 4;17(5):e0267428. DOI: https://10.1371/journal.pone.0267428

Guillén, M.; Santolino, M.; Vidal-Llana, X. (2024) “Desigualdad de la incertidumbre económica subjetiva y perspectivas económicas individuales durante la pandemia”, Revista de Métodos Cuantitativos para la Economía y la Empresa, 37,1-18. DOI: https://doi.org/10.46661/rev.metodoscuant.econ.empresa.7558

Guillén, M., Pérez-Marín, A. M. and Nielsen, J. P. (2024) “Pricing weekly motor insurance drivers’ with behavioral and contextual telematics data”, Heliyon, 10, 16, e36501. DOI: https://doi.org/10.1016/j.heliyon.2024.e36501

Joaqui-Barandica, O., Manotas-Duque, D., Uribe, J. (2024). “Common Factors in the Profitability of Energy Firms”, The Energy Journal. DOI: http://dx.doi.org/10.1177/01956574241280779

McDonnell, K., Sheehan, B., Murphy, F. and Guillen, M. (2024) “Are electric vehicles riskier? A comparative study of driving behaviour and insurance claims for internal combustion engine, hybrid and electric vehicles”, Accident Analysis & Prevention, 207, 107761. DOI: https://doi.org/10.1016/j.aap.2024.107761

Mosquera-López, S., Uribe, J., Joaqui-Barandica, O. “Weather conditions, climate change, and the price of electricity”, Energy Economics, Volume 137, 107789. DOI: https://doi.org/10.1016/j.eneco.2024.107789

Santolino, M., Guillen, M., Vidal-Llana, X. (2024) “Desigualdad de la incertidumbre económica subjetiva y perspectivas económicas individuales durante la pandemia”. Revista de Métodos Cuantitativos para la Economía y la Empresa, 1-18. DOI: https://doi.org/10.46661/rev.metodoscuant.econ.empresa.7558

Toro-Pérez D., Camprodon-Rosanas E., Navarro Vilarrubí S., Bolancé C., Guillen M., Limonero JT. (2024) “Assessing well-being in pediatric palliative care: A pilot study about views of children, parents and health professionals”. Palliative and Supportive Care. 22(5):1000-1008. DOI: https://doi.org10.1017/S1478951523000251

Toro-Pérez, D., Camprodon-Rosanas, E., Vilarrubí, S. N., Bolancé, C., Guillen, M. and Limonero, J. T. (2023) “Evaluating Quality of Life in Pediatric Palliative Care: A Cross-Sectional Analysis of Children’s and Parents’ Perspectives”, European Journal of Pediatrics, 83, 3, 1305-1314. https://link.springer.com/article/10.1007/s00431-023-05330-4

Toro-Pérez, D., Limonero, J. T., Bolancé, C., Guillen, M., Navarro-Vilarrubí, S. and Camprodon-Rosanas, E. (2024) “Suffering in children and adolescents in paediatric palliative care in Spain: psychometric properties of the qESNA scale” Anales de Pediatría (English Edition), 101(4), 238-248. DOI: https://doi.org/10.1016/j.anpede.2024.09.005

Toro-Pérez, D., Bolance, C., Camprodon-Rosanas, E., Guillen, M., Navarro-Vilarrubí, S. and Limonero, J.T. (2024), “Psychological factors and quality of life in children with palliative needs: Dataset”, Mendeley Data, V1. DOI: https://doi.org/10.17632/xt585dkhgt.1

Yanez, J. S., Guillén, M. and Nielsen, J. P. (2024) “Weekly dynamic motor insurance ratemaking with a telematics signals bonus-malus score” ASTIN Bulletin: The Journal of the IAA, 1-28. DOI: http://dx.doi.org/10.1017/asb.2024.30

 

 

2023

Abío, G., Alcañiz, M., Gómez-Puig, Ortiz-Gracia, L. Royuela, V. Rubert, G., Serrano, M., and Stoyanova, A. (2023). “Students’ perception of team-based learning: Evidence in Economics”. International Journal of Education Innovation and Research, Vol. 2 (2), 90-103. DOI: https://DOI.org/10.31949/ijeir.v2i2.4203

Arenas, L., Gil-Lafuente, A. M., & Boria Reverter, J. (2023). «The impact of disruptive technology on banking under switching volatility regimes». Technological and Economic Development of Economy, 29(4), 1264–1290. DOI: https://doi.org/10.3846/tede.2023.18976

Ayuso, M., Rey, L., Guillen, M. (2023). “Impact of home and leisure accident rates on disability and costs of long-term care in spain according the Edad 2020 survey”. Anales del Instituto de Actuarios Españoles, 4ª Época, 29, 1-22. DOI: https://DOI.org/10.26360/2023_1

Barcellos-Paula, L., Gil-Lafuente, A. M., and Castro-Rezende, A. (2023) “Algorithm Applied to SDG13: A Case Study of Ibero-American Countries.” Mathematics, 11, 2, 313. DOI: https://doi.org/10.3390/math11020313

Bravo, J. M., Ayuso, M., Holzmann, R., Palmer, E. (2023). “Intergenerational actuarial fairness when longevity increases: Amending the retirement age”. Insurance: Mathematics and Economics, 113, 161-184. DOI: https://DOI.org/10.1016/j.insmatheco.2023.08.007

Chuliá, H., Muñoz-Mendoza, J.A. y J.M. Uribe (2023). “Energy Firms in Emerging Markets: Systemic Risk and Diversification Opportunities”, Emerging Markets Review, 56, 101053. DOI: https://DOI.org/10.1016/j.ememar.2023.101053

Chuliá, H., Estévez, M. y J.M. Uribe (2023). “Systemic Political Risk”, Economic Modelling, 125, 106375. DOI: https://DOI.org/10.1016/j.econmod.2023.106375

Chuliá, H., Mosquera, S. y J.M. Uribe (2023). “Nonlinear market liquidity: An empirical examination”, International Review of Financial Analysis, 81, 102532. DOI: https://DOI.org/10.1016/j.irfa.2023.102532

Giraldo, C.,  Giraldo, I., Gomez-Gonzalez, J., Uribe, J. (2023) «An explained extreme gradient boosting approach for identifying the time-varying determinants of sovereign risk,» Finance Research Letters, Elsevier, vol. 57(C). ODI: https://doi.org/10.1016/j.frl.2023.104273

Giraldo, C., Giraldo, I., Gomez-Gonzalez, J., Uribe, J. (2023) «Banks’ leverage in foreign exchange derivatives in times of crisis: A tale of two countries», Emerging Markets Review, Volume 55. DOI: https://doi.org/10.1016/j.ememar.2023.101028

Gomez-Gonzalez, J., Uribe, J., Valencia, O. (2023) «Does economic complexity reduce the probability of a fiscal crisis?» World Development, Elsevier, vol. 168(C). DOI: https://doi.org/10.1016/j.worlddev.2023.106250

Gómez-Puig, M., Pieterse-Bloem, M., Sosvilla-Rivero,S, (2023). “Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets”. Journal of Multinational Financial Management 68, (June). DOI: https://DOI.org/10.1016/j.mulfin.2023.100800

Ladino, A., Pellicé, M., Costafreda, M., Martínez, M., Parra, A., Guillen, M. Ayuso, M., Masanes, F. (2023). “Comparación de las características clínicas de los pacientes fallecidos en sala convencional vs. una unidad de cuidados intensivos”. Revista Clínica Española, 224(Supl 2):S1053. DOI: http://dx.DOI.org/10.1016/S0014-2565(23)01257-2

Llobet-Dalmases, J., Plana-Erta, D., Uribe, J. (2023) «Cyclical capital structure decisions», The North American Journal of Economics and Finance, Volume 66, 101917. DOI: https://doi.org/10.1016/j.najef.2023.101917

Moriña D, Fernández-Fontelo A, Cabaña A, Arratia A, Puig P. “Estimated Covid-19 burden in Spain: ARCH underreported non-stationary time series”. BMC Med Res Methodol. 2023 Mar 28;23(1):75. DOI: https://DOI.org/10.1186/s12874-023-01894-9

Reig, J., Guillen, M., Pérez-Marín, A. M., Rey L. and Aguer, G. (2023). “Weather conditions and telematics panel data in monthly motor insurance claim frequency models”. Risks, 11, 3: 57. https://DOI.org/10.3390/risks11030057.

Restrepo, N., Uribe, J. (2023) «Cash flow investment, external funding and the energy transition: Evidence from large US energy firms», Energy Policy, Volume 181, 113720. DOI: https://doi.org/10.1016/j.enpol.2023.113720

Restrepo, N., Ceballos, J.C., Uribe, J. (2023). «Risk spillovers of critical metals firms,» Resources Policy, Elsevier, vol. 86(PB). DOI: https://doi.org/10.1016/j.resourpol.2023.104135

Restrepo N., Uribe J., Guillén M. (2023) «Price bubbles in lithium markets around the world». Frontiers in Energy Research, 11 1204179. DOI: https://doi.org/10.3389/fenrg.2023.1204179

Sherratt K, et al. “Predictive performance of multi-model ensemble forecasts of COVID-19 across European nations”. Elife. 2023 Apr 21;12:e81916 https://DOI.org/10.7554/elife.81916

Uribe, J.M. y H. Chuliá (2023). “Expected, unexpected, good and bad aggregate uncertainty”, Studies in Nonlinear Dynamics & Econometrics, 27(2), 265-284. https://DOI.org/10.1515/snde-2020-0127

Vidal-Llana, X., Uribe, J. M. and Guillén, M. (2023) “European stock market volatility connectedness: The role of country and sector membership.” Journal of International Financial Markets, Institutions and Money, 82, 101696. DOI: https://doi.org/10.1016/j.intfin.2022.101696

 

 

 

2022

Abio, G., Alcañiz, M., Belloni, C.M, Gómez-Puig, M., Ortiz-Gracia, L., Royuela, V., Rubert, G., Serrano, M. and Stoyanova, A. (2022) “Impact of peers in educational outcomes in Economics”. Revista d’Innovació i Recerca en Educació, 15, 2, 1-18. DOI: https://doi.org/10.1344/reire.38063

Ashofteh, A., Bravo, J. M., and Ayuso, M. (2022) “An ensemble learning strategy for panel time series forecasting of excess mortality during the COVID-19 pandemic.” Applied Soft Computing, 128, 109422. DOI: https://doi.org/10.1016/j.asoc.2022.109422

Badea, A., Bolancé, C., and Vernic, R. (2022) “On the Bivariate Composite Gumbel–Pareto Distribution.”  Stats, 5, 4, 948-969. DOI: https://doi.org/10.3390/stats5040055

Barcellos-Paula, L., Gil-Lafuente, A. M., & Castro-Rezende, A. (2022). Socio-Economic and Health Management of Pandemics Based on Forgotten Effects Theory. Cybernetics and Systems, 54(2), 239–265. DOI: https://doi.org/10.1080/01969722.2022.2058693

Barcellos-Paula L, Vega I, Gil-Lafuente AM. (2022) Bibliometric review of research on decision models in uncertainty, 1990–2020. International Journal of Intelligent Systems, 37: 7300–7333. DOI: https://doi.org/10.1002/int.22882

Bermúdez, L. and Karlis, D. (2022) “Copula-based bivariate finite mixture regression models with an application for insurance claim count data”. Test, 31, 1082–1099. DOI: https://doi.org/10.1007/s11749-022-00814-1

Bolancé, C., Acuña, C.A. and Torra, S. (2022) “Non-Normal Market Losses and Spatial Dependence Using Uncertainty Indices”. Mathematics, 10, 8, 1317. DOI: https://doi.org/10.3390/math10081317

Claveria, O., Monte, E. and Torra S. (2022) “A genetic programming approach for Economic Forecasting with Survey Expectations”. Applied Sciences, 12, 13, 6661. DOI: https://doi.org/10.3390/app12136661

Clavería, O., Monte, E., Sorić, P., Torra, S. An application of deep learning for exchange rate forecasting. AQR–Working Papers, 2022, AQR22/01 DOI:10.2139/ssrn.4024308

Constantinescu, C., Guillen, M. and Steffensen, M. (2022) “Continuing Risks.” Risks, 11, 1, 10. DOI: https://doi.org/10.3390/risks11010010

de Paula, L.B., de La Vega, I. and Gil-Lafuente, A.M. (2022) “A Bibliometric Review of Decision Models in Uncertainty Between 1990 and 2018”. Lecture Notes in Networks and Systems, 388 LNNS, 217-225. DOI: https://doi-org.sire.ub.edu/10.1007/978-3-030-93787-4_13

de Paula, L.B., de La Vega, I. and Gil-Lafuente, A.M. (2022) “Bibliometric review of research on decision models in uncertainty, 1990–2020”. International Journal of Intelligent Systems, 37, 10, 7300-7333. DOI: https://doi-org.sire.ub.edu/10.1002/int.22882

de Paula, L.B., Gil-Lafuente, A.M. and Alvares, D.F. (2022) “An Input of Fuzzy Logic to Sustainable Tourism: A Case from Brazil”. Lecture Notes in Networks and Systems, 388, LNNS, 194-204. DOI: https://doi-org.sire.ub.edu/10.1007/978-3-030-93787-4_11

de Paula, L.B., Gil-Lafuente, A.M. and Castro-Rezende, A. (2022) “Socio-Economic and Health Management of Pandemics Based on Forgotten Effects Theory”. Cybernetics and Systems, 54, 2, 239-265. DOI: https://doi.org/10.1080/01969722.2022.2058693

Figuerola-Wischke, A., Gil-Lafuente, A.M. and Merigó J.M. (2022) “The uncertain ordered weighted averaging adequacy coefficient operator”. International Journal of Approximate Reasoning, 148, 68-79. DOI: https://doi.org/10.1016/j.ijar.2022.06.001

Gomez-Gonzalez, J. E., Hirs-Garzón, J. and Uribe, J. M. (2022) “Interdependent capital structure choices and the macroeconomy.” The North American Journal of Economics and Finance, 62, 101750.  DOI: https://doi.org/10.1016/j.najef.2022.101750

Gomez-Gonzalez, J. E., Uribe, J. M. and Valencia, O. M. (2022) “Risk spillovers between global corporations and Latin American sovereigns: global factors matter.” Applied Economics, 1-20.          DOI: https://doi.org/10.1080/00036846.2022.2097193

Gomez-Gonzalez, J.E., Hirs-Garzon, J. and Uribe, J.M. (2022) “Spillovers beyond the variance: Exploring the higher order risk linkages between commodity markets and global financial markets”. Journal of Commodity Markets, 100258. DOI: https://doi.org/10.1016/j.jcomm.2022.100258

Gómez-Puig, M. and Stoyanova, A. (2022) “Learning by engaging. The use of active learning strategies in higher education”. Revista d’Innovació i Recerca en Educació, 15, 2, 1-4. DOI: https://doi.org/10.1344/reire.39770

Gómez-Puig, M., Sosvilla-Rivero, S. and Martínez-Zarzoso, I. (2022) “On the heterogeneous link between public debt and economic growth”. Journal of International Financial Markets, Institutions and Money, 77, 101528. DOI: https://doi.org/10.1016/j.intfin.2022.101528

Guillen, M., Robles, I.B., Cabrera, E.B., Roldán, X.A., Bolancé, C., Jorba, D. and Moriña, D. (2022) “Acute respiratory infection rates in primary care anticipate ICU bed occupancy during COVID-19 waves”. PLoS ONE, 17, 5 May, e0267428. DOI: https://doi.org/10.1371/journal.pone.0267428

Hernández-Herrera, G., Moriña, D. and Navarro, A. (2022) “Left-censored recurrent event analysis in epidemiological studies: a proposal for when the number of previous episodes is unknown”. BMC Medical Research Methodology, 22, 1, 20. DOI: https://doi.org/10.1186/s12874-022-01503-1

Joaqui-Barandica, O., Manotas-Duque, D. F. and Uribe, J. M. (2022) “Commonality, macroeconomic factors and banking profitability.” The North American Journal of Economics and Finance, 62, 101714. DOI: https://doi.org/10.1016/j.najef.2022.101714

Martínez, A.T., Gil-Lafuente, A.M., Keropyan, A. and Merigó-Lindahl, J.M. (2022) ”Application of the Forgotten Effects Theory to the Qualitative Analysis of the Operational Risk Events”. Lecture Notes in Networks and Systems, 388 LNNS, 261-270. DOI: https://doi.org/10.1007/978-3-030-93787-4_15

Moriña, D. (2022) “Impact of the Covid-19 pandemic in health services usage.” BEIO, Boletín de Estadística e Investigación Operativa, 38, 2, 7. https://www.seio.es/wp-content/uploads/2022/07/Julio2022_Estadistica.pdf

Moriña, D., Puig, P. and Navarro, A. (2022) “Correction: Analysis of zero inflated dichotomous variables from a Bayesian perspective: application to occupational health.” BMC Medical Research Methodology, 22, 210. DOI: https://doi.org/10.1186/s12874-022-01697-4

Mosquera-López, S. and Uribe, J. M. (2022) “Pricing the risk due to weather conditions in small variable renewable energy projects.” Applied Energy, 322, 119476. DOI: https://doi.org/10.1016/j.apenergy.2022.119476

Navarro, A., Fernández-Cano, M. I., Salas-Nicas, S., Llorens, C., Moriña, D. and Moncada, S. (2022) “Relación entre exposición a riesgos psicosociales y salud: un estudio de cohorte mediante el COPSOQ-Istas21”. Gaceta Sanitaria, 36, 4, 376-379. DOI: https://doi.org/10.1016/j.gaceta.2021.11.004

Olmedo Lucerón, C., Díez Domingo, J., Expósito Singh, D., Moriña Soler, D., Aznarte, J.L., Almagro Pedreño, J. and Limia Sánchez A. (2022) ”Predictions of three mathematical models related with the COVID-19 Vaccination Strategy in Spain. June 2021 [Predicciones de tres modelos matemáticos en relación a la estrategia de vacunación frente a la COVID-19 en España. Junio de 2021]”. Revista Española de Salud Pública, 96. 16 de febrero e202202019. https://www.sanidad.gob.es/biblioPublic/publicaciones/recursos_propios/resp/revista_….RS96C_202202019.pdf

Ortega, I. and Guillén, M. (2022) “El treball sènior en l’economia de la longevitat.” Revista econòmica de Catalunya, 85, 55-62. https://www.raco.cat/index.php/RECAT/article/download/400894/494484

Pinto-López, I.N., Montaudon-Tomas, C.M. and Gil-Lafuente A.M. (2022) ”Mexico and the Challenges of Achieving the 2030 Sustainable Development Goals”. Lecture Notes in Networks and Systems, 388, LNNS, 29-45. DOI: https://doi.org/10.1007/978-3-030-93787-4_2

Pitarque, A. and Guillen M. (2022) ”Interpolation of Quantile Regression to Estimate Driver’s Risk of Traffic Accident Based on Excess Speed”. Risks, 10, 1, 19. DOI: https://doi.org/10.3390/risks10010019

Pons-Novell, J. and Guillen, M. (2022) “The Autonomous Capacity of the Elderly Population in Spain for Shopping and Preparing Meals.” International Journal of Environmental Research and Public Health, 19, 22, 14828. DOI: https://doi.org/10.3390/ijerph192214828

Riera, M.C., Alcañiz, M., Chulià, H. and Pujol-Jover, M. (2022) “Graduates and competences: analyzing the gap between university and Enterprise”. RIDU: Revista d’Innovació Docent Universitària, 14. DOI: https://doi.org/10.1344/RIDU2022.14.1

Rius Carretero, D., & Torra Porras, S. (2022). Aplicaciones actuariales mediante Gaussian Process Regression: Vida y no vida. Anales Del Instituto De Actuarios Españoles, (28), 67–100. DOI: https://doi.org/10.26360/2022_3

Ruiz, G. E. S., Valenzuela, K. S., Gil-Lafuente, A. M. and Flores, V. V. (2022) “Los efectos olvidados en las cooperativas pesqueras de la bahía de Altata.” Inquietud Empresarial, 22, 1, 37-58. DOI: https://doi.org/10.19053/01211048.13180

Salvans Blanch, M., Gil-Lafuente, A.M., Sole Moro, M.L. and Boria-Reverter, S. (2022) ”The Fit Between Corporate Entrepreneurship and Innovation in the Organizational Performance Through SHRM”. Lecture Notes in Networks and Systems, 388 LNNS, 121-143. DOI: https://doi.org/10.1007/978-3-030-93787-4_7

Santolino, M., Alcañiz, M. and Bolancé, C. (2022) “Hospitalizations from covid-19: a health planning tool”. Revista de Saude Publica, 56, 51. DOI: https://doi.org/10.11606/s1518-8787.2022056004315

Santolino, M., Céspedes, L. and Ayuso, M. (2022) “The impact of aging drivers and vehicles on the injury severity of crash victims.” International journal of environmental research and public health, 19, 24, 17097. DOI: https://doi.org/10.3390/ijerph192417097

Sorić, P., Monte, E., Torra, S., Clavería, O. Density forecasts of inflation using Gaussian process regression models. AQR–Working Papers, 2022, AQR22/07. https://www.ub.edu/irea/working_papers/2022/202210.pdf

Uribe, J.M. and Chuliá, H. (2022) ”Expected, unexpected, good and bad aggregate uncertainty”. Studies in Nonlinear Dynamics and Econometrics. DOI: https://doi.org/10.1515/snde-2020-0127

Uribe, J.M., Mosquera-López, S. and Arenas, O.J. (2022) ”Assessing the relationship between electricity and natural gas prices in European markets in times of distress”. Energy Policy, 166, 113018. DOI: https://doi.org/10.1016/j.enpol.2022.113018

Vega Baquero, J.D. and Santolino, M. (2022) “Too big to fail? An analysis of the Colombian banking system through compositional data” Latin American Journal of Central Banking, 3, 2, 100060. DOI: https://doi.org/10.1016/j.latcb.2022.100060

Vega Baquero, J.D. and Santolino, M. (2022) “Capital flows in integrated capital markets: MILA case.” Quantitative Finance and Economics, 6, 4, 622-639. DOI: 3934/QFE.2022027

Vernic, R., Bolancé, C. and Alemany, R. (2022) ”Sarmanov distribution for modeling dependence between the frequency and the average severity of insurance claims”. Insurance: Mathematics and Economics, 102, 111-125. DOI: https://doi.org/10.1016/j.insmatheco.2021.12.001

Vidal-Llana, X. and Guillén, M. (2022) “Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility.” The North American Journal of Economics and Finance, 63, 101835. DOI: https://doi.org/10.1016/j.najef.2022.101835

Vizuete-Luciano, E., Boria-Reverter, S., Solé-Moro, M.L. and Gil-Lafuente, A.M. (2022) ”Adaptation of Grocery Stores to the Post-Covid-19 Environment. The Case of Barcelona”. Lecture Notes in Networks and Systems, 388 LNNS, 288-300. DOI: https://doi.org/10.1007/978-3-030-93787-4_17

Vizuete-Luciano, E., Güzel, O. and Merigó, J. M. (2022) “Bibliometric research of the Pay-What-You-Want Topic.” Journal of Revenue and Pricing Management. DOI: https://doi.org/10.1057/s41272-022-00414-6

 

 

 

2021

Alcañiz, M., Guillen, M. and Santolino, M. (2021) “Differences in the risk profiles of drunk and drug drivers: Evidence from a mandatory roadside survey”. Accident Analysis & Prevention, 151, 105947. DOI: https://doi.org/10.1016/j.aap.2020.105947

Alemany, R., Bolancé, C., Rodrigo, R. and Vernic, R. (2021) “Bivariate Mixed Poisson and Normal Generalised Linear Models with Sarmanov Dependence—An Application to Model Claim Frequency and Optimal Transformed Average Severity“. Mathematics, 9 (1), 73. DOI:https://doi.org/10.3390/math9010073

Alfaro-García, V. G., Merigó, J. M., Gil-Lafuente, A. M. and Monge, R. G. (2021). “Group-decision making with induced ordered weighted logarithmic aggregation operators”. Journal of Intelligent & Fuzzy Systems, 40, 2, 1761-1772. DOI:https://doi.org/ 10.3233/JIFS-189183

Arenas, L. and Gil Lafuente, A. M. (2021) “Impact of emerging technologies in banking and finance in Europe: A volatility spillover and contagion approach”. Journal of Intelligent and Fuzzy Systems, 40, 2, 1903-1919. DOI:https://doi.org/10.3233/JIFS-189195

Arenas, L. and Gil-Lafuente, A. M. (2021). “Regime Switching in High-Tech ETFs: Idiosyncratic Volatility and Return”. Mathematics, 9(7), 742. DOI:https://doi.org/10.3390/math9070742

Ayuso, M., Bravo, J. M., Holzmann, R. and Palmer, E. (2021) “Automatic Indexation of the Pension Age to Life Expectancy: When Policy Design Matters”. Risks, 9(5), 96. DOI: https://doi.org/10.3390/risks9050096

Ayuso, M., Bravo, J. M. and Holzmann, R. (2021) “Getting life expectancy estimates right for pension policy: period versus cohort approach”. Journal of Pension Economics & Finance, 20(2), 212-231. DOI:https://doi.org/10.1017/S1474747220000050

Bermúdez, L. and Karlis, D. (2021). “Multivariate INAR (1) Regression Models Based on the Sarmanov Distribution“. Mathematics, 9(5), 505. DOI: https://doi.org/10.3390/math9050505

Bolancé, C. and Acuña, C. A. (2021). “A New Kernel Estimator of Copulas Based on Beta Quantile Transformations”. Mathematics, 9(10), 1078. DOI:https://doi.org/10.3390/math9101078

Bolancé, C. and Guillen, M. (2021) “Nonparametric Estimation of Extreme Quantiles with an Application to Longevity Risk”. Risks, 9(4), 77. DOI:https://doi.org/10.3390/risks9040077

Bravo, J. M., Ayuso, M., Holzmann, R. and Palmer, E. (2021) “Addressing the life expectancy gap in pension policy”. Insurance: Mathematics and Economics, 99, 200-221. DOI: https://doi.org/10.1016/j.insmatheco.2021.03.025

Bravo, J. M. and Ayuso, M. (2021) “Forecasting the Retirement Age”. Trends and Applications in Information Systems and Technologies, 123-135. DOI:https://doi.org/10.1007/978-3-030-72657-7_12

Bravo, J.M. and Ayuso, M. (2021) “Linking pensions to life expectancy: Tackling conceptual uncertainty through bayesian model averaging”. Mathematics, 9, 24, 3307. DOI: https://doi.org/10.3390/math9243307

Caïs, J., Torrente, D. and Bolancé, C. (2021). “The Effects of Economic Crisis on Trust: Paradoxes for Social Capital Theory“. Social Indicators Research, 153 (1), 173-192. DOI: https://doi.org/10.1007/s11205-020-02385-w

Chen, A., Guillen, M. and Rach, M. (2021) “Fees in tontines”. Insurance: Mathematics and Economics, 100. DOI:https://doi.org/10.1016/j.insmatheco.2021.05.001

Chulia, H., Koser, C. and Uribe, J. M. (2021) “Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State”. Finance Research Letters, 38, 101515. DOI: https://doi.org/10.1016/j.frl.2020.101515

Claveria, O., Monte, E. and Torra S. (2021) “A genetic programming approach for estimating economic sentiment in the baltic countries and the European union”. Technological and Economic Development of Economy, 27, 1, 262-279. DOI: https://doi.org/10.3846/tede.2021.13989

Claveria, O., Monte, E. and Torra, S. (2021) “Frequency domain analysis and filtering of business and consumer survey expectations”. International Economics, 166, 42-57. DOI: https://doi.org/10.1016/j.inteco.2021.03.002

de Guevara Cortés, R.L., Porras, S.T.and Moreno, E.M. (2021) “Statistical and computational techniques for extraction of underlying systematic risk factors: A comparative study in the Mexican Stock Exchange”. Revista Finanzas y Política Económica, 13, 2, 513-543. DOI: https://doi.org/10.14718/revfinanzpolitecon.v13.n2.2021.9

de Paula, L.B., de la Vega, I. and Gil-Lafuente, A.M. (2021) “The quintuple helix of innovation model and the sdgs: Latin-American countries’ case and its forgotten effects”. Mathematics, 9, 4, 416, 1-24. DOI: https://doi.org/10.3390/math9040416

de Paula, L. B., Gil-Lafuente, A. M. and Alvares, D. F. (2021) “A contribution of fuzzy logic to sustainable tourism through a case analysis in Brazil”. Journal of Intelligent & Fuzzy Systems, 40, 2, 1851-1864. DOI:https://doi.org/10.3233/JIFS-189191

de Paula, L.B., Gil-Lafuente, A.M. and Rezende, A.D.C. (2021) “Sustainable Management of the Supply Chain Based on Fuzzy Logic”. Cybernetics and Systems, 52, 7, 579-600. DOI: https://doi.org/10.1080/01969722.2021.1910763

Feijoo-Cid, M., Rivero-Santana, A., Moriña, D., Cesar, C., Fink, V. and Sued, O. (2021) “Decision-making in HIV clinical trials: a study with patients enrolled in antiretroviral trials”. Gaceta sanitaria, 35(3), 264-269. DOI:https://doi.org/10.1016/j.gaceta.2019.11.008

Frees, E.W., Bolancé, C., Guillen, M. and Valdez, E.A. (2021) “Dependence modeling of multivariate longitudinal hybrid insurance data with dropout”. Expert Systems with Applications, 185, 115552. DOI: https://doi.org/10.1016/j.eswa.2021.115552

García-Orozco, D., Alfaro-García, V. G., Espitia-Moreno, I. C. and Gil-Lafuente, A. M. (2021) “Forgotten effects analysis of the consumer behavior of sustainable food products in Mexico”. Journal of Intelligent & Fuzzy Systems, 40, 2, 1893-1902. DOI:https://doi.org/ 10.3233/JIFS-189194

Guillen, M., Bermúdez, L. and Pitarque, A. (2021) “Joint generalized quantile and conditional tail expectation regression for insurance risk analysis”. Insurance: Mathematics and Economics, 99, 1-8. DOI:https://doi.org/10.1016/j.insmatheco.2021.03.006

Guillen, M., Bolancé, C., Frees, E.W. and Valdez, E.A. (2021) “Case study data for joint modeling of insurance claims and lapsation”. Data in Brief, 39, 107639. DOI: https://doi.org/10.1016/j.dib.2021.107639

Guillen, M., Nielsen, J.P. and Pérez-Marín, A.M. (2021) “Near‐miss telematics in motor insurance”. Journal of Risk and Insurance, 1-21. DOI:https://doi.org/10.1111/jori.12340

Guillen, M., Pérez-Marín, A.M. and Alcañiz, M. (2021) “Percentile charts for speeding based on telematics information”. Accident Analysis & Prevention, 150,105865. DOI: https://doi.org/10.1016/j.aap.2020.105865

Hyafil, A. and Moriña, D. (2021) ”Analysis of the impact of lockdown on the reproduction number of the SARS-Cov-2 in Spain [Análisis del impacto del confinamiento en el número de reproducción del SARS-Cov-2 en España]”. Gaceta Sanitaria, 35, 5, 453-458. DOI: https://doi.org/10.1016/j.gaceta.2020.05.003

Leon-Castro, E., Blanco-Mesa, F., Alfaro-Garcia, V., Gil-Lafuente, A.M. and Merigo, J.M. (2021) ”Fuzzy systems in innovation and sustainability”. Computational and Mathematical Organization Theory, 27, 4, 377-383. DOI: https://doi.org/10.1007/s10588-021-09334-z

León-Castro, E., Blanco-Mesa, F., Alfaro-García, V. G., Gil Lafuente, A. M. and Merigó Lindahl, J.M. (2021) “Fuzzy systems and applications in innovation and sustainability”. Journal of Intelligent and Fuzzy Systems, 40, 2, 1723-1726. DOI: https://doi.org/10.3233/JIFS-189179

Llupià, A., Borràs-Santos, A., Guinovart, C., Utzet, M., Moriña, D. and Puig, J. (2021) “SARS-CoV-2 transmission in students of public schools of Catalonia (Spain) after a month of reopening”. Plos One, 16(5), e0251593. DOI:https://doi.org/10.1371/journal.pone.0251593

Moncada I Lluís, S., Llorens Serrano, C., Salas Nicás, S., Moriña Soler, D. and Navarro Giné, A. (2021) “The third version of COPSOQ-Istas21. An updated international instrument for the workplace [La tercera versión de COPSOQ-Istas21. Un instrumento internacional actualizado para la prevención de riesgos psicosociales en el Trabajo]”. Revista Española de Salud Pública, 95, 28 de mayo e202105075  https://www.sanidad.gob.es/biblioPublic/publicaciones/recursos_propios/resp/revista_cdrom/VOL95/ORIGINALES/RS95C_202105075.pdf

Moriña, D., Fernández-Fontelo, A., Cabaña, A. and Puig, P. (2021) “New statistical model for misreported data with application to current public health challenges”. Scientific Reports, 11, 1, 23321. DOI: https://doi.org/10.1038/s41598-021-02620-5

Moriña, D., Fernández-Fontelo, A., Cabaña, A., Arratia, A. and Puig, P. (2021) “Misreported longitudinal data in epidemiology: Review of mixture-based advances and current challenges” Spanish Journal of Statistics, 3, 1, 37-44. DOI: http://dx.doi.org/10.37830/SJS.2021.1.03

Moriña, D., Fernández-Fontelo, A., Cabaña, A., Arratia, A., Ávalos, G. and Puig, P. (2021) ”Cumulated burden of COVID-19 in Spain from a Bayesian perspective”. European Journal of Public Health, 31, 4, 917-920. DOI: https://doi.org/10.1093/eurpub/ckab118

Moriña, D., Fernández-Fontelo, A., Cabaña, A., Puig, P., Monfil, L., Brotons, M. and Diaz, M. (2021). “Quantifying the under-reporting of uncorrelated longitudal data: the genital warts example“. BMC Medical Research Methodology, 2, :6. DOI:https://doi.org/10.1186/s12874-020-01188-4

Moriña, D., Hernández-Herrera, G. and Navarro, A. (2021)”miRecSurv Package: Prentice-Williams-Peterson Models with Multiple Imputation of Unknown Number of Previous Episodes”. R Journal, 13, 2, 419-426. DOI: https://doi.org/10.32614/RJ-2021-082

Moriña, D., Puig, P. and Navarro, A. (2021) ”Analysis of zero inflated dichotomous variables from a Bayesian perspective: application to occupational health”. BMC Medical Research Methodology, 21, 1, 277. DOI: https://doi.org/10.1186/s12874-021-01427-2

Navarro, A., Fernández-Cano, M.I., Salas-Nicas, S., Llorens, C., Moriña, D. and Moncada S. (2021) ”Relationship between psychosocial risks exposure and health: a cohort study using the COPSOQ-Istas21 [Relación entre exposición a riesgos psicosociales y salud: un estudio de cohorte mediante el COPSOQ-Istas21]”. Gaceta Sanitaria, 36, 4, 376-379. DOI: https://doi.org/10.1016/j.gaceta.2021.11.004

Pesantez-Narvaez, J., Guillen, M. and Alcañiz, M. (2021) “RiskLogitboost Regression for Rare Events in Binary Response: An Econometric Approach”. Mathematics 2021, 9, 579. DOI: https://doi.org/10.3390/math9050579

Pesantez-Narvaez, J., Guillen, M. and Alzañiz, M. (2021) “A Synthetic Penalized Logitboost to Model Mortgage Lending with Imbalanced Data”. Computational Economics, volume 57, 281–309.
DOI: https://doi.org/10.1007/s10614-020-10059-5

Piulachs, X., Andrinopoulou, E. R., Guillén, M. and Rizopoulos, D. (2021) “A Bayesian joint model for zero‐inflated integers and left‐truncated event times with a time‐varying association: Applications to senior health care”. Statistics in Medicine, 40 (1), 147-166. DOI:https://doi.org/10.1002/sim.8767

Romo, E. and Ortiz-Gracia, L. (2021). “SWIFT calibration of the Heston model“. Mathematics,9(5), 529. DOI:https://doi.org/10.3390/math9050529

Santolino, M., Belles-Sampera, J., Sarabia, J.M. and Guillen, M. (2021) ”An examination of the tail contribution to distortion risk measures”. Journal of Risk, 23, 6. DOI: https://doi.org/10.21314/JOR.2021.014

Sarabia, J.M., Prieto, F., Jardá, V. and Guillen, M. (2021) “Multivariate Classes of GB2 Distributions with Applications”. Mathematics 2021, 9 (1), 72. DOI: https://doi.org/10.3390/math9010072

Singh, M. K., Gómez-Puig, M., and Sosvilla-Rivero, S. (2021). “Quantifying sovereign risk in the euro area“. Economic Modelling, 95, 76-96. DOI:https://doi.org/10.1016/j.econmod.2020.12.010

Soler, D., Moriña, D., Kumru, H., Vidal, J. and Navarro, X. (2021) “Transcranial direct current stimulation and visual illusion effect according to sensory phenotypes in patients with spinal cord injury and neuropathic pain”. The Journal of Pain, 22(1), 86-96. DOI: https://doi.org/10.1016/j.jpain.2020.06.004

Sun, S., Bi, J., Guillen, M. and Pérez-Marín, A.M. (2021) ”Driving risk assessment using near-miss events based on panel poisson regression and panel negative binomial regression”. Entropy, 23, 7, 829. DOI: https://doi.org/10.3390/e23070829

Urbina, J., Santolino, M. and Guillen, M. (2021) ”Covariance principle for capital allocation: A time-varying approach”. Mathematics, 9, 16, 2005. DOI: https://doi.org/10.3390/math9162005

Uribe, J.M. and Chuliá H. (2021) ”Asymmetric volatility spillovers and consumption risk-sharing”. Applied Economics, 53, 35, 4100-4117. DOI: https://doi.org/10.1080/00036846.2021.1897073

Utzet, M., Llorens, C., Moriña, D. and Moncada, S. (2021) “Persistent inequality: evolution of psychosocial exposures at work among the salaried population in Spain between 2005 and 2016”. International archives of occupational and environmental health, 94(4), 621-629. DOI:https://doi.org/10.1007/s00420-020-01609-3

Velazquez-Cazares, M.G., Gil-Lafuente, A.M., Leon-Castro, E. and Blanco-Mesa, F. (2021) ”Innovation capabilities measurement using fuzzy methodologies: a Colombian SMEs case”. Computational and Mathematical Organization Theory, 27, 4, 384-413. DOI: https://doi.org/10.1007/s10588-020-09321-w

Vizuete‐Luciano, E., Boria‐Reverter, S., Merigó‐Lindahl, J.M., Gil‐Lafuente, A.M. and Solé‐Moro, M.L. (2021) ”Fuzzy branch‐and‐bound algorithm with owa operators in the case of consumer decision making”. Mathematics, 9, 23, 3045. DOI: https://doi.org/10.3390/math9233045

 

 

 

 

2020

 Alcañiz, M., Riera-Prunera, M.C. and Solé-Auró, A. (2020) “When I Retire, I’ll Move Out of the City: Mental Well-being of the Elderly in Rural vs. Urban Settings”. International Journal of Environmental Research and Public Health, 17(7), 2442; DOI: https://doi.org/10.3390/ijerph17072442

Alfaro-García, V. G., Merigó, J. M., Alfaro Calderón, G. G., Plata-Perez, L., Gil-Lafuente, A. M. and Herrera-Viedma, E. (2020)  “A citation analysis of fuzzy research by universities and countries“. Journal of Intelligent & Fuzzy Systems, vol. 38, no. 5, pp. 5355-5367, 2020. DOI:https://doi.org/10.3233/JIFS-179629

Arvelo, E., de Armas, J. and Guillen, M. (2020) “Assessing the Distribution of Elderly Requiring Care: A Case Study on the Residents in Barcelona and the Impact of COVID-19”. International Journal of Environmental Research and Public Health, 17 (20), 7486. DOI: https://doi.org/10.3390/ijerph17207486

Ayuso M, Bravo J.M. and Holzmann, R. (2020). “Getting life expectancy estimates right for pension policy: period versus cohort approach“. Journal of Pension Economics and Finance 1–20. DOI:https://doi.org/10.1017/S1474747220000050

Ayuso, M., Sanchez, R. and Santolino, M. (2020). “Does longevity impact the severity of traffic crashes? A comparative study of young-older and old-older drivers “. Journal of Safety Research, 73, 37-46. DOI: https://doi.org/10.1016/j.jsr.2020.02.002

Bermúdez, L., Karlis, D. and Morillo, I. (2020). “Modelling unobserved heterogeneity in claim counts using finite mixture models“. Risks, 8 (1), 10. DOI:https://doi.org/10.3390/risks8010010

Bolancé, C., Guillen, M. and Pitarque, A. (2020) “A Sarmanov Distribution with Beta Marginals: An Application to Motor Insurance Pricing”. Mathematics, 8 (11, 2020. DOI: https://doi.org/10.3390/math8112020

Bolancé, C. and Vernic, R. (2020) “Frequency and Severity Dependence in the Collective Risk Model: An Approach Based on Sarmanov Distribution “. Mathematics, 8 (9), 1400. DOI: https://doi.org/10.3390/math8091400

Bravo, J.M. and Ayuso, M. (2020) “Mortality and life expectancy forecasts using bayesian model combinations: An application to the portuguese population [Previsões de mortalidade e de esperança de vida mediante combinação bayesiana de modelos: Uma aplicação à população portuguesa]. RISTI – Revista Iberica de Sistemas e Tecnologias de Informaçao, E40, 128-144. DOI: https://doi.org/10.17013/risti.40.128-145

Chuliá, H., Koser, C. and Uribe, J.M. (2020) “Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State”. International Review of Financial Analysis, 69, 101466. DOI:https://doi.org/10.1016/j.irfa.2020.101466.

Chuliá, H., Koser, C. and Uribe, J.M. (2020) “Uncovering the time-varying relationship between commonality in liquidity and volatility” International Review of Financial Analysis, 69, 101466.   DOI:https://doi.org/10.1016/j.irfa.2020.101466

Espinoza-Audelo, L. F., León-Castro, E., Olazabal-Lugo, M., Merigó, J. M. and Gil-Lafuente, A. M. (2020) “Using ordered weighted average for weighted averages inflation“. International Journal of Information Technology & Decision Making, 19 (02), 601-628. DOI: https://doi.org/10.1142/S0219622020500066

García-Orozco, D., Alfaro-García, V. G., Espitia-Moreno, I. C. and Gil-Lafuente, A. M. (2020). “Forgotten effects analysis of the consumer behavior of sustainable food products in Mexico“. Journal of Intelligent & Fuzzy Systems, vol. 40, no. 2, pp. 1893-1902, 2021. DOI: https://doi.org/10.3233/JIFS-189194

Golden, L.L., Brockett, P.L., Guillen. M. and Manika, D. (2020) “aPRIDIT unsupervised classification with asymmetric valuation of variable discriminatory worth”.  Multivariate Behavioral Research, 55(5), 685-703. DOI:https://doi.org/10.1080/00273171.2019.1665979

Guillen, M., Nielsen, J.P., Pérez-Marín, A.M. and Elpidorou, V. (2020) “Can automobile insurance telematics predict the risk of near-miss events?”.  North American Actuarial Journal, 24, 1, 141-152. DOI: https://doi.org/10.1080/10920277.2019.1627221

Leitao, Á. and Ortiz-Gracia, L. (2020) “Model-free computation of risk contributions in credit portfolios“.  Applied Mathematics and Computation, 382, 125351. DOI: https://doi.org/10.1016/j.amc.2020.125351

León-Castro, E., Espinoza-Audelo, L. F., Merigó, J. M., Gil-Lafuente, A. M. and Yager, R. R. (2020) “The ordered weighted average inflation“. Journal of Intelligent & Fuzzy Systems, 38 (2), 1901-1913 DOI: https://doi.org/10.3233/JIFS-190442

López-Guauque, J. A. and Gil-Lafuente, A. M. (2020). “Fifty years of fuzzy research: A bibliometric analysis and a long-term comparative overview“. Journal of Intelligent & Fuzzy Systems, vol. 38, no. 5, pp. 5413-5425, 2020. DOI:https://doi.org/10.3233/JIFS-179634

Monteverde, M., Palloni, A., Guillen, M. and Tomas, S. (2020) “Early poverty and future life expectancy with disability among the elderly in Argentina”. Revista Latinoamericana de Población, 14 (26), 5-22. DOI: https://doi.org/10.31406/relap2020.v14.i1.n26.1

Ortiz-Gracia. L. (2020) “Expected Shortfall computation with multiple control variates”. Applied Mathematics and Computation, 373, 125018. DOI: https://doi.org/10.1016/j.amc.2019.125018

Pesantez-Narvaez J. and Guillen M. (2020) “Penalized logistic regression to improve predictive capacity of rare events in surveys”. Journal of Intelligent and Fuzzy Systems, 38 (5), 5497-5507. DOI:https://doi.org/10.3233/JIFS-179641

Pesantez-Narvaez J. and Guillen M. (2020) “Weighted Logistic Regression to Improve Predictive Performance in Insurance”. Advances in Intelligent Systems and Computing, 894, 22-34.
DOI:https://doi.org/10.1007/978-3-030-15413-4_3

Santolino, M. (2020) “The Lee-Carter quantile mortality model“. Scandinavian Actuarial Journal, 2020 (7), 614-633. DOI: https://doi.org/10.1080/03461238.2019.1707109

Singh, M.K., Gómez-Puig, M. and Sosvilla-Rivero, S. (2020) “Bank-sovereign risk spillovers in EMU”. Applied Economics Letters, 27 (8), 642-646. DOI: https://doi.org/10.1080/13504851.2020.1728225

Sun, S., Bi, J., Guillen, M. and Pérez-Marín, A. M. (2020) “Assessing driving risk using internet of vehicles data: an analysis based on generalized linear models”. Sensors, 20 (9), 2712. DOI: https://doi.org/10.3390/s20092712

Uribe, J. M. and Guillen, M. (2020) “Generalized Market Uncertainty Measurement in European Stock Markets in Real Time”. Mathematics, 8 (12), 2148. DOI:https://doi.org/10.3390/math8122148

Uribe, J., Mosquera-López, S. and Guillen, M. (2020) “Characterizing electricity market integration in Nord Pool”. Energy, 208, 118368. DOI: https://doi.org/10.1016/j.energy.2020.118368

Vida-Llana, X. and Guillen , M. (2020) “Advanced analytics pricing for the calculation of post-covid19 scenarios in automobile insurance”. Anales del Instituto de Actuarios Españoles, 26, 157-179. DOI:https://doi.org/10.26360/2020_7

 

 

 

2019

Alaminos, E. and Ayuso, M. (2019) «Marital status, gender, mortality, and pensions: the disadvantages of being single in old age». Revista Española de Investigaciones Sociológicas, 165, 3-24 (also in spanish version). DOI: http://dx.doi.org/10.5477/cis/reis.165.3

Ayuso, M.M., Guillen M. and Nielsen, J.P. (2019) «Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data». Transportation, 46(3), 735-752
DOI: https://doi.org/10.1007/s11116-018-9890-7

Berthe, E., Dang, D.M. and Ortiz-Gracia, L. (2019) «A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model». Applied Numerical Mathematics, 136, 1-22. DOI:https://doi.org/10.1016/j.apnum.2018.09.013

Bolancé, C. and Vernic, R. (2019) «Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution». Insurance: Mathematics and Economics, 85, 89-103. DOI: https://doi.org/10.1016/j.insmatheco.2019.01.001

Boonen, T.J., Guillen, and Santolino, M. (2019) «Forecasting compositional risk allocations». Insurance, Mathematics and Economics, 84, 79-86 DOI: https://doi.org/10.1016/j.insmatheco.2018.10.002

Claveria, O., Monte, E. and Torra, S. (2019). «Economic uncertainty: A geometric indicator of discrepancy among experts’ expectations». Social Indicators Research, 143, 95–114. DOI: https://doi.org/10.1007/s11205-018-1984-2

Claveria, O., Monte, E. and Torra, S. (2019). «Empirical modelling of survey-based expectations for the design of economic indicators in five European regions». Empirica – Journal of European Economics, 46, 205–227. DOI: https://doi.org/10.1007/s10663-017-9395-1

Claveria, O., Monte, E., and Torra, S. (2019). «Evolutionary computation for macroeconomic forecasting». Computational Economics, 53, 833–849. DOI: https://doi.org/10.1007/s10614-017-9767-4

Cohen, L., Gómez-Puig, M. and Sosvilla-Rivero, S. (2019) «Has de ECB’s monetary policy prompted companies to investor pay dividends?». Applied Economics, 51 (45), 4920-4938. DOI: https://doi.org/10.1080/00036846.2019.1602715

Chuliá, H., Furió, M.D. and Uribe, J.M. (2019). «Volatility Spillovers in Energy Markets». Energy Journal, 40(3):127-152. DOI:10.5547/01956574.40.3.hchu

Colldeforns-Papiol, G., Ortiz-Gracia, L. and Oosterlee, C.W. (2019) «Quantifying credit portfolio losses under multi-factor models». International Journal of Computer Mathematics, 96(11), 2135–2156. DOI: https://doi.org/10.1080/00207160.2018.1447666.

Denuit, M., Guillen, M. and Trufin, J. (2019) «Multivariate credibility modeling for usage-based motor insurance pricing with behavioural data». Annals of Actuarial Science, 13(2), 378-399.
DOI: https://doi-org.sire.ub.edu/10.1017/S1748499518000349

Fondevila-McDonald, Y., Molinero-Ruiz, E., Vergara-Duarte, M., Guillen, M., Ollé-Espluga, L., Menéndez, M. and Benach, J. (2019) «Is there an estimation bias in occupational health and safety surveys? The mode of administration and informants as a source of error». Sociological Methods and Research, 48, 1, 185-201. DOI:https://doi.org/10.1177/0049124116672681

Gómez-Puig, M. and Sosvilla-Rivero, S. (2019) «New empirical evidence on the impact of public debt on economic growth in EMU countries». Revista de Economía Mundial-Journal of World Economy, 51, 101-120. https://www.sem-wes.org/sites/default/files/revistas/REM51%20cap4.pdf

Gómez-Puig, M., Singh, M.K. and Sosvilla-Rivero S. (2019) «The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claim analysis». North American Journal of Economics and Finance, 49, 1-46. DOI: https://doi.org/10.1016/j.najef.2019.03.021

Guillen, M., Nielsen, J.P., Ayuso, M. and Pérez-Marin, A.M. (2019) «The use of telematics devices to improve automobile insurance rates». Risk Analysis, 39(3), 662-672. DOI: https://doi.org/10.1111/risa.13172

Guillen, M, Sarabia, J.M., Prieto, F. and Jordá, V. (2019) «Aggregation of dependent risks with heavy-tail distributions». International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 27, Sup. 1, 77-88. DOI:https://doi.org/10.1142/S021848851940004X

Pérez-Marín, A.M. and Guillen, M. (2019) «Semi-autonomous vehicles: Usage-based data evidences of what could be expected from eliminating speed limit violations». Accident Analysis and Prevention, 123, 99-106. DOI:https://doi.org/10.1016/j.aap.2018.11.005

Perez-Marin, A. M., Ayuso, M.M. and Guillen, M. (2019) «Do young insured drivers slow down after suffering an accident?». Transportation Research Part F: Psychology and Behaviour 62, 690-699. DOI: https://doi.org/10.1016/j.trf.2019.02.021.

Pérez-Marín, A. M., Guillen, M., Alcañiz, M. and Bermúdez, L. (2019) «Quantile regression with telematics information to assess the risk of driving above the posted speed limit». Risks, 7, 80.
DOI: https://doi.org/10.3390/risks7030080

Pesántez-Narváez, J., Guillén, M. and Alcañiz, M. (2019) «Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression». Risks, 7(2), 70. DOI: https://doi.org/10.3390/risks7020070

Sarabia, J.M., Guillen, M., Chuliá, H. and F. Prieto. (2019) «Tail risk measures using flexible parametric distributions». SORT-Statistics and Operations Research Transactions, 43, 2, 223-236. DOI:https://doi.org/10.2436/20.8080.02.86

Torrente, D., Caïs, J. and Bolancé, C. (2019) «Economic crisis and social trust: Reviewing the effects of economic polarisation on social and institutional confidence». Social Science Information, 58, 4, 631-659. DOI:https://doi.org/10.1177/0539018419891321

2018

Acuña, C., Bolancé, C. and Torra, S. (2018) «Análisis de la dependencia espacial entre índices bursátiles». Anales del Instituto de Actuarios Españoles, 4ª época, 24, 2018/79-97 DOI: https://doi.org/10.26360/2018_4

Alcañiz, M. and Solé-Auró, A. (2018) “Feeling good in old age: factors explaining health-related quality of life”. Health and Quality of Life Outcomes, 16:48. DOI: https://doi.org/10.1186/s12955-018-0877-z

Alcañiz, M., Guillen, M. and Santolino, M. (2018) “Prevalence of drug use among drivers based on mandatory, random tests in a roadside survey”. PLoS ONE, 13, 6, art. no. e0199302. DOI:https://doi.org/10.1371/journal.pone.0199302

Bermúdez, Ll., Guillen, M. and Karlis, D. (2018) “Allowing for time and cross dependence assumptions between claim counts in ratemaking models”. Insurance: Mathematics and Economics, 83, 161-169. DOI: https://doi.org/10.1016/j.insmatheco.2018.06.003.

Bermúdez, Ll, Karlis, D. and Santolino, M. (2018) «A discrete mixture regression for modeling the duration of non-hospitalization medical leave of motor accident victims». Accident Analysis and Prevention,. 121, 157-165. DOI: https://doi.org/10.1016/j.aap.2018.09.006

Bolancé, C., Alemany, R. and Padilla-Barreto, A. E. “Impact of D-Vine Structure on Risk Estimation”. The Journal of Risk, 20, 1-32. DOI: https://doi.org/10.21314/JOR.2018.384

Bolancé, C., Guillen, M., Nielsen, J. P. and Thuring, F. (2018) “Price and Profit Optimization for Financial Services”. Risks, 6, 1, 9. DOI: https://doi.org/10.3390/risks6010009

Chen, A., Vigna, E. and Guillen, M. (2018) “Solvency requirement in a unisex mortality model”. Astin Bulletin, 48(3), 1219-1243. DOI: https://doi.org/10.1017/asb.2018.11

Chuliá, H., Fernández, J. and Uribe, J.M. (2018) “Currency downside risk, liquidity, and financial stability”. Journal of International Money and Finance, 89, 83-102. DOI: https://doi.org/10.1016/j.jimonfin.2018.09.009

Chuliá, H., Pinchao, A.D. and Uribe, J.M. (2018) “Risk Synchronization in International Stock Markets”. Global Economic Review, 47(2),135-150. DOI: https://doi.org/10.1080/1226508X.2017.1407952

Claveria, O., Monte, E. and Torra, S. (2018): «A data-driven approach to construct survey-based indicators by means of evolutionary algorithms«. Social Indicators Research, 135 (1), 1-14.
DOI: https://doi.org/10.1007/s11205-016-1490-3

Colldeforns-Papiol, G. and Ortiz-Gracia. L. “Computation of market risk measures with stochastic liquidity horizon”. Journal of Computational and Applied Mathematics, 342, 431-450. DOI: https://doi.org/10.1016/j.cam.2018.03.038

Dang, D.M. and Ortiz-Gracia, L.  (2018) “A dimension reduction Shannon-wavelet based method for option pricing”. Journal of Scientific Computing, 75, 2, 733 761  DOI:https://doi.org/10.1007/s10915-017-0556-y

Donnelly, C., Guillen, M., Nielsen, J.P. and Pérez-Marín, A.M. (2018) “Implementing individual savings decisions for retirement with bounds on wealth”. Astin Bulletin, 48, 1, 111-137. DOI: https://doi.org/10.1017/asb.2017.34

Gómez-Puig, M. and Sosvilla-Rivero, S. (2018) «Public debt and economic growth: Further evidence for the Euro Area». Acta Oeconomica, 68, 209-229. DOI: https://doi.org/10.1556/032.2018.68.2.2

Gómez-Puig, M. and Sosvilla-Rivero, S. (2018). «On the time-varying nature of the debt-growth nexus: Evidence from the euro area». Applied Economics Letters, 25, 9, 597-600. DOI:http://dx.doi.org/10.1080/13504851.2017.1349284

Gómez-Puig, M. and Sosvilla-Rivero, S. (2018). “Nonfinancial debt and economic growth in euro-area countries”. Journal of International Financial Markets, Institutions and Money, 56, 17-37  DOI: https://doi.org/10.1016/j.intfin.2018.03.005

Guillen, M., Sarabia, J.M., Belles-Sampera, J. and Prieto, F. (2018) “Distortion Risk Measures for Non-negative Multivariate Risks”. Journal of Operational Risk, 13, 2, 35–57. DOI:  https://doi.org/10.21314/JOP.2018.206

Ladrón de Guevara, R., Torra, S. and Monte, E. (2018). “Extraction of the underlying structure of systematic risk from Non-Gaussian multivariate financial time series using Independent Component Analysis. Evidence from the Mexican Stock Exchange.”. Computación y Sistemas, 22 (4), 1049-1064. México: ISSN Impreso: 1405-5546, ISSN electrónico: 2007-9737

Leitao, A., C.W. Oosterlee, C.W., Ortiz-Gracia, L. and Bohte, S.M. (2018) “On the data-driven COS method”. Applied Mathematics and Computation, 317, 68-84. DOI: https://doi.org/10.1016/j.amc.2017.09.002

Leitao, A., Ortiz-Gracia, L. and Wagner, E.I. (2018) «SWIFT valuation of discretely monitored arithmetic Asian options». Journal of Computational Science, 28, 120–139. DOI: https://doi.org/10.1016/j.jocs.2018.07.004

Restrepo, N., Uribe, J.M. and Manotas, D. (2018) “Financial risk network architecture of energy firms”. Applied Energy, 215(C): 630-642. DOI: https://doi.org/10.1016/j.apenergy.2018.02.060

Salas-Molina, F., Rodríguez-Aguilar, J. A., Serrà, J., Guillen, M. and Martin, F. J. (2018)  “Empirical analysis of daily cash flow time series and its implications for forecasting”. SORT-Statistics and Operations Research Transactions, 42, 1, 73-98. DOI: https://doi.org/10.2436/20.8080.02.70

Schulze-Darup, A., Guillen, M. and Piulachs, X. (2018) “Consumer preferences for electric vehicles in Germany”. International Journal of Transport Economics, 45, 1, 97-122 DOI: https://doi.org/10.19272/201806701006

Söderberg, M., Menezes, F. and Santolino, M. (2018) «Regulatory behaviour under threat of court reversal: theory and evidence from the Swedish electricity market». Energy Economics, , 302-310. DOI: https://doi.org/10.1016/j.eneco.2018.03.006

Torra, V., Guillen, M. and Santolino, M. (2018) “Continuous m-dimensional distorted probabilities”. Information Fusion, 44, 97-102. DOI: https://doi.org/10.1016/j.inffus.2017.12.004

Uribe, J.M., Chuliá, H. and Guillen, M. (2018) “Trends in the quantiles of the life table survivorship function”. European Journal of Population, 34, 5, 793-817. DOI: https://doi.org/10.1007/s10680-017-9460-2

Uribe, J.M., Guillen M. and Mosquera-Lopez, E. (2018) “Uncovering the nonlinear predictive causality between natural gas and electricity prices”. Energy Economics, 74, 904-916. DOI: https://doi.org/10.1016/j.eneco.2018.07.025

2017

Alcañiz, M., Santolino, M. and Ramon, Ll. (2017) “A comparative analysis of tree-based models classifying imbalanced breath alcohol data”. Boletín de Estadística e Investigación Operativa, 33, 3, 189-222.  http://hdl.handle.net/2445/120281

Alfaro, V., Gil-Lafuente, A.M. and Alfaro, G. (2017) «A fuzzy methodology for innovation management measurement». Kybernetes, 46, 1, 50-66. DOI: https://doi.org/10.1108/K-06-2016-0153

Alfaro, V., Gil-Lafuente, A.M. and Alfaro, G. (2017) «A fuzzy approach to a municipality grouping model towards creation of synergies». Computational and Mathematical Organization Theory, 23, 3, 391–408. DOI: https://doi.org/10.1007/s1058

Ayuso, M., Bravo, J. M. and Holzmann, R. (2017) «Adressing longevity heterogeneity in pension scheme design». Journal of Finance and Economics, 6, 1 (2017), 1-21. DOI: https://doi.org/10.12735/jfe.v6n1p1

Bermúdez, L. and Karlis, D. (2017) “A posteriori ratemaking using bivariate Poisson models”. Scandinavian Actuarial Journal, 2, 148-158. DOI:http://dx.doi.org/10.1080/03461238.2015.1094403

Bermúdez, L., Karlis, D. and Santolino, M. (2017) “A finite mixture of multiple discrete distributions for modelling heaped count data”. Computational Statistics and Data Analysis, 112, 14-23. DOI:https://doi.org/10.1016/j.csda.2017.02.013

Blanco, F., Gil-Lafuente, A.M. and Merigo, J. (2017) «Fuzzy decision making: A bibliometric-based review». Journal of lntelligent and Fuzzy Systems, 32, 3, 2033-2050. DOI: https://doi.org/10.3233/JIFS 161640

Bølviken, E. and Guillen, M. (2017) “Risk aggregation in Solvency II through recursive log-normals». Insurance: Mathematics and Economics, Volume 73, March 2017, 20-26. DOI:http://dx.doi.org/10.1016/j.insmatheco.2016.12.006

Boucher, J-P., Côté, S. and Guillen, M. (2017) “Exposure as duration and distance in telematics motor insurance using generalized additive models”. Risks, 5(4), 54;DOI:  https://doi.org/10.3390/risks5040054

Bräutigam, M., Guillen, M. and Nielsen, J.P. (2017) “Facing up to longevity with old actuarial methods: a comparison of pooled funds and income tortines”.  The Geneva Papers on Risk and Insurance – Issues and Practice, 42, 3, 406-422. DOI: https://doi.org/10.1057/s41288-017-0056-1

Chuliá, H., Guillen, M. and Uribe, J.M. (2017) “Measuring uncertainty in the stock markets”, (joint with M. Guillén and J.M. Uribe). International Review of Economics and Finance, 48, 18-33. DOI:http://dx.doi.org/10.1016/j.iref.2016.11.003

Chuliá, H., Guillen, M. and Uribe, J.M.  (2017) “Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis”. Emerging Markets Review,  31, 32-45. DOI:http://dx.doi.org/10.1016/j.ememar.2017.01.001

Chuliá, H., Gupta, R., Uribe, J.M. and Wohar, M.E.  (2017)“Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach”. Journal of International Financial Markets, Institutions and Money, 48, 178-191 DOI:http://dx.doi.org/10.1016/j.intfin.2016.12.003

Chuliá H., Pinchao, A.D. and Uribe, J.M. (2017) “Risk Synchronization in International Stock Markets”. Global Economic Review, 47, 2, 135-150. DOI: https://doi.org/10.1080/1226508X.2017.1407952

Clavería, O., Monte, E. and Torra, S. (2017) «Using survey data to forecast real activity with evolutionary algorithms. A cross-country analysis». Journal Of Applied Economics, 20, 2, 329-349.
DOI: https://doi.org/10.1016/S1514‑0326(17)30015-6

Clavería, O., Monte, E. and Torra, S. (2017) «Data pre-processing for neural network-based forecasting: does it really matter?». Technological and Economic Development of Economy. 235, 709-725.
DOI: https://doi.org/10.3846/20294913.2015.1070772

Clavería, O., Monte, E. and Torra, S. (2017) «A new approach for the quantification of qualitative measures of economic expectations». Quality & Quantity, 51, 6, 2685-2706. DOI: https://doi.org/10.1007/s11135-016-0416-0

Claveria, O., Monte, E. and Torra, S. (2017) “Assessment of the effect of the financial crisis on agents’ expectations through symbolic regression”. Applied Economics Letters, 24, 648-652. DOI:http://dx.doi.org/10.1080/13504851.2016.1218419

Colldeforns-Papiol, G., Ortiz-Gracia, L. and C.W. Oosterlee (2017) “Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options”. Applied Numerical Mathematics, 117, 115–138. DOI:https://doi.org/10.1016/j.apnum.2017.03.002

D’Amico, G.; Guillen, M.; Manca, R. (2017) “Multi-state models for evaluating conversion options in life insurance”. Modern Stochastics Theory and Applications, 4(2), 127-139.
DOI http://dx.doi.org/10.15559/17-VMSTA78

Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). «Public debt and economic growth: Further evidence for the Euro Area». Acta Oeconomica, 68, 209-229  DOI: https://doi.org/10.1556/032.2018.68.2.2

Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). «On the time-varying nature of the debt-growth nexus: Evidence from the euro area». Applied Economics Letters, 25, 9, 597-600.
DOI: http://dx.doi.org/10.1080/13504851.2017.1349284

Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). “Heterogeneity in the debt-growth nexus: Evidence from EMU countries”. International Review of Economics and Finance, Vol. 51, 470-486. DOI: http://dx.doi.org/10.2139/ssrn.2943255

Maree, S.C., Ortiz-Gracia L.and C.W. Oosterlee (2017). «Pricing early-exercise and discrete barrier options by Shannon wavelet expansions». Numerische Mathematik, 136, 4, 1035-1070.
DOI:  https://doi.org/10.1007/s00211-016-0858-2

Marí del Cristo, M.L. and Gómez-Puig, M. (2017). «Dollarization and the relationship between EMBI and fundamentals in Latin American countries”. Cuadernos de Economía: Spanish Journal of Economics and Finance, Vol.40, 14-30.  DOI:http://dx.doi.org/10.1016/j.cesjef.2016.10.002

Merigo, J., Blanco, F., Gil-Lafuente, A.M. and Yager, R. (2017) «Thirty years of the international journal of intelligent systems: a bibliometric review». lnternational Journal of lntelligent Systems, 32, 5, 526-554. DOI: https://doi.org/10.1002/int.21859

Mosquera, S., Manotas, D. and Uribe, J.M. (2017) “Risk asymmetries in hydrothermal power generation markets”. Electric Power Systems Research, 147, 154-164. DOI:http://dx.doi.org/10.1016/j.epsr.2017.02.032

Mosquera-López, S., Uribe, J.M. and Manotas, D. (2017) “Nonlinear empirical pricing in electricity markets using fundamental weather factors”. Energy, 139(15): 594-605.   DOI:  http://dx.doi.org/10.1016/j.energy.2017.07.181

Piulachs, X., Alemany, R. and Guillen, M. (2017) «Emergency care usage and longevity have opposite effects on health insurance rates». Kybernetes, 46(1), 102-113. DOI:http://dx.doi.org/10.1108/K-06-2016-0149

Piulachs, X., Alemany, R., Guillen, M. and Rizopoulos, D. (2017) “Joint models for longitudinal counts and left-truncated time-to event data with applications to health insurance”. Sort-Statistics and Operations Research Transactions, 41(2), 347-372. DOI: http://dx.doi.org/10.2436/20.8080.02.63

Uribe, J. M., Chuliá, H., & Guillen, M. (2017) “Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?”. Journal of International Financial Markets, Institutions and Money, 50, 52-68. DOI:  https://doi.org/10.1016/j.intfin.2017.09.027

2016

Abad, P. and Chuliá, H. (2016) “European government bond market contagion in turbulent times”. Czech Journal of Economics and Finance, 66(3), 263-276. http://journal.fsv.cuni.cz/storage/1357_abad.pdf

Alaminos, E., Ayuso, M. and Guillen, M. (2016) “An estimation of the individual illiquidity risk for the elderly Spanish population with long-term care needs». Modeling and Simulation in Engineering, Economics and Management, vol. 254 of the series Lecture Notes in Business Information Processing, Springer International Publishing Switzerland, 71-81. DOI: http://dx.doi.org/10.1007/978-3-319-40506-3_8

Alcañiz, M., Santolino, M. and Ramón, Ll. (2016) “Drinking patterns and drunk-driving behaviour by age and gender in Catalonia, Spain: a comparative study”. Transportation Research Part F: Traffic Psychology and Behaviour, 42, 522-541. DOI:http://dx.doi.org/10.1016/j.trf.2016.09.031

Alemany, R.; Bolancé, C.; Guillen, M. and Padilla-Barreto; A. (2016) “Combining Parametric and Non-Parametric Methods to Compute Value-At-Risk”. Economic Computation and Economic Cybernetics Studies and Research, 50(4), 61-74 ftp://www.ipe.ro/RePEc/cys/ecocyb_pdf/ecocyb4_2016p61-74.pdf
Download Info https://ideas.repec.org/a/cys/ecocyb/v50y2016i4p61-74.html

Arroyo-Cañada, F.J. and Gil-Lafuente, J. (2016) «The incidence of incentives for t-commerce acceptance: improving television as a distribution channel». Journal of Business & Industrial Marketing, 31,3, 426-435. DOI:https://doi.org/10.1108/JBIM-04-2013-0072

Ayuso, M., Bermúdez, Ll. and Santolino, M. (2016) “Copula-based regression modeling of bivariate disability severity of temporary and permanent motor injuries”. Accident Analysis and Prevention, 89, 142-150. DOI:http://dx.doi.org/10.1016/j.aap.2016.01.008

Ayuso, M., Guillen, M. and Pérez-Marín, A. M. (2016) “Telematics and gender discrimination: some usage-based evidence on whether men’s risk of accidents differs from women’s”. Risks, 4(2), 1-10. DOI:http://dx.doi.org/10.3390/risks4020010.

Ayuso, M., Guillen, M. and Pérez-Marín, A.M. (2016) “Using GPS data to analyse the distance travelled to the first accident at fault in pay-as-you-drive insurance”. Transportation Research Part C: Emerging Technologies, 68, 160-167. DOI:http://dx.doi.org/10.1016/j.trc.2016.04.004.

Belles-Sampera, J., Guillen, M. and Santolino, M. (2016) “The use of fexible quantile-based measures in risk assessment”. Communications in Statistics-Theory and Methods, 45(6), 1670-1681. DOI:http://dx.doi.org/10.1080/03610926.2014.938829

Belles-Sampera, J., Guillén, M. and Santolino, M. (2016) “Compositional methods applied to capital allocation problems”. The Journal of Risk, 19(2), 1-15.DOI:http://dx.doi.org/10.21314/JOR.2016.345

Belles-Sampera, J., Guillen, M. and Santolino, M. (2016) “What attitudes underlie distortion risk measure choices”. Insurance: Mathematics and Economics, 68, 101-109. DOI:http://dx.doi.org/10.1016/j.insmatheco.2016.02.005

Cambois, E., Solé-Auró, A., and Robine, J.M. (2016) “Economic hardship and educational differentials in disability in 26 European countries”. Journal of Aging & Health (Q1), 28(7): 1214-1238. DOI:http://dx.doi.org/10.1177/0898264316656503

Cambois, E., Solé-Auró, A., Brønnum-Hansen, H., Egidi, V., Jagger, C., Jeune, B., Nusselder, W.J., Van Oyen, H., White, C., and Robine, J.M. (2016) “ Educational differentials in disability vary across and within welfare regimes: a comparison of 26 European countries in 2009”. Journal of Epidemiology & Community Health (Q1), 70 (4), 331-338. DOI:http://dx.doi.org/10.1136/jech-2015-205978

Claveria, O., Monte, E. and Torra, S. (2016) “Combination forecasts of tourism demand with machine learning models”. Applied Economics Letters, 23, 428-431. DOI:http://dx.doi.org/10.1080/13504851.2015.1078441

Claveria, O., Monte, E. and Torra, S. (2016) “Quantification of Survey Expectations by Means of Symbolic Regression via Genetic Programming to Estimate Economic Growth in Central and Eastern European Economies”. Eastern European Economics, 54, 171-189. DOI:http://dx.doi.org/10.1080/00128775.2015.1136564

Claveria, O., Monte, E. and Torra, S. (2016) “A self-organizing map analysis of surveybased agents’ expectations before impending shocks for model selection: The case of the 2008 financial crisis”. International Economics, 146, 40-58. DOI:http://dx.doi.org/10.1016/j.inteco.2015.11.003

Claveria, O., Torra, S. and Monte, E (2016) “Modelling Tourism demand to spain with machine learning techniques. The impact of forecast horizon on model selection”. Revista de Economía Aplicada, 72, 109-132. http://www.revecap.com/revista/ingles/numeros/72/pdf/Claveria.pdf

Claveria, O., Monte, E. and Torra, S. (2016) “Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model”. Series-Journal of The Spanish Economic Association, 7, 341-357. DOI:http://dx.doi.org/10.1007/s13209-016-0144-7

Chuliá, H., Guillen, M. and Uribe, J.M. (2016) “Modeling longevity risk with generalized dynamic factor models and vine-copulae”. ASTIN Bulletin, 46(1), 165-190. DOI:http://dx.doi.org/10.1017/asb.2015.21

Ferrer-Comalat, J.C., Linares-Mustarós, S., Merigó, J.M. and Corominas-Coll, D. (2016) “A model for optimal investment project choice using fuzzy probability”. Economic Computation and Economic Cybernetics Studies and Research, 50(4), 187-203. ftp://www.ipe.ro/RePEc/cys/ecocyb_pdf/ecocyb4_2016p187-203.pdf

Fernández-Rodríguez, F., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) “Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility”. Journal of International Financial Markets, Institutions and Money, Vol. 43, 126-145. DOI:http://dx.doi.org/10.1016/j.intfin.2016.04.005

Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) «Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion». Economic Modelling, 56, 133–147. DOI:http://dx.doi.org/10.1016/j.econmod.2016.03.017.

Guillen M., Chulià, H. and Llatje, O. (2016) “Seasonal and time-trend variation by gender of alcohol-impaired drivers at sobriety checkpoints”. Journal of Studies on Alcohol and Drugs, 77(3), 413-420. DOI:http://dx.doi.org/10.15288/jsad.2016.77.413

Llach, J., Alonso-Almeida, M. D. M., Martí, J. and Rocafort, A. (2016). «Effects of quality management on hospitality performance in different contexts». Industrial Management & Data Systems, 116(5), 1005-1023. DOI:http://dx.doi.org/10.1108/IMDS-06-2015-0235

Marí del Cristo, M.L. and Gómez-Puig, M. (2016) “Fiscal sustainability and dollarization: the case of Ecuador». Applied Economics, 48, 2139–2155. DOI:http://dx.doi.org/10.1080/00036846.2015.1114580

Piulachs, X., Alemany, R. and Guillen, M. (2016) “Joint modelling of survival and emergency medical care usage in Spanish insureds aged 65+”. Plos one, 11(4), e0153234. DOI:http://dx.doi.org/10.1371/journal.pone.0153234

Ortiz-Gracia, L. (2016) «Efficient wavelets-based valuation of synthetic CDO tranches». Journal of Computational and Applied Mathematics, 292, 562–575. DOI:http://dx.doi.org/10.1016/j.cam.2015.07.025

Ortiz-Gracia, L. and Oosterlee, C.W. (2016) «A highly efficient Shannon wavelet inverse Fourier technique for pricing European options». SIAM Journal on Scientific Computing, 38(1), B118–B143. DOI:http://dx.doi.org/10.1137/15M1014164

Singh, M.K., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) “Sovereign-Bank linkages: Quantifying directional intensity of risk transfers in EMU countries”. Journal of International Money and Finance, 63, 137-164. DOI:http://dx.doi.org/10.1016/j.jimonfin.2016.01.003

Solé-Auró, A. and Alcañiz, M. (2016). “Educational attainment, gender and health inequalities among older adults in Catalonia (Spain)”. International Journal for Equity in Health (Q1), 15:126. DOI:http://dx.doi.org/10.1186/s12939-016-0414-9

2015

2014

2013

2012

2011

2010

2009

2008

2007

2006

2005

2004

2003

2002

2001

Articles (forthcoming)

Claveria, O., Monte, E., and Torra, S. «Economic uncertainty: A geometric indicator of discrepancy among experts’ expectations«. Social Indicators Research, In Press. DOI: https://doi.org/10.1007/s11205-018-1984-2

Claveria, O., Monte, E., and Torra, S. «Empirical modelling of survey-based expectations for the design of economic indicators in five European regions». Empirica – Journal of European Economics, In Press.
DOI: https://doi.org/10.1007/s10663-017-9395-1

Claveria, O., Monte, E., and Torra, S. «Evolutionary computation for macroeconomic forecasting». Computational Economics, In Press.
DOI: https://doi.org/10.1007/s10614-017-9767-4

Denuit, M., Guillen, M. and Trufin, “Multivariate credibility modeling for usage-based motor insurance pricing with behavioural data” Annals of Actuarial Science, accepted

Gil-Lafuente, A.M. and Merigó, J.M. «Fuzzy generalized aggregation operators in complex environments» Fuzzy Sets and Systems,     accepted.

Golden, L.L., Brockett, P.L., Guillen. M. and Manika, D. “aPRIDIT unsupervised classification with asymmetric valuation of variable discriminatory worth” Multivariate Behavioral Research, accepted.

Guillen, M., Nielsen, J. P., Pérez-Marín, A. M., Elpidorou, V. (2019) “Can automobile insurance telematics predict the risk of near-miss events?” North American Actuarial Journal, accepted. DOI: https:/doi.org/10.1080/10920277.2019.1627221.

Guillen, M, Sarabia, J.M., Prieto, F. and Jordá, V. “Aggregation of dependent risks with heavy-tail distributions” International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, accepted.

Sarabia, J.M., Guillen, M., Chuliá, H. and F. Prieto. (2019). “Tail risk measures using flexible parametric distributions”, SORT-Statistics and Operations Research Transactions, accepted.

Singh, M.K., Gómez-Puig, M., and Sosvilla-Rivero, S. “Bank-sovereign risk spillovers in EMU” Applied Economics Letters, accepted.

2019

Alaminos, E. and Ayuso, M. (2019). «Marital status, gender, mortality, and pensions: the disadvantages of being single in old age». Revista Española de Investigaciones Sociológicas, 165, 3-24 (also in spanish version).
DOI: http://dx.doi.org/10.5477/cis/reis.165.3

Ayuso, M.M., Guillen M. and Nielsen, J.P. «Improving automobile insurance ratemaking using telematics: incorporating mileage and driver behaviour data» Transportation, 46(3), 735-752 DOI: https://doi.org/10.1007/s11116-018-9890-7

Berthe, E., Dang, D.M. and Ortiz-Gracia, L. (2019) «A Shannon wavelet method for pricing foreign exchange options under the Heston multi-factor CIR model» Applied Numerical Mathematics, 136, 1-22. DOI:https://doi.org/10.1016/j.apnum.2018.09.013

Bolancé, C. and Vernic, R. (2019) «Multivariate count data generalized linear models: Three approaches based on the Sarmanov distribution» Insurance: Mathematics and Economics, 85, 89-103. DOI: https://doi.org/10.1016/j.insmatheco.2019.01.001

Boonen, T.J., Guillen, and Santolino, M. (2019) «Forecasting compositional risk allocations» Insurance, Mathematics and Economics, 84, 79-86 DOI: https://doi.org/10.1016/j.insmatheco.2018.10.002

Cohen, L., Gómez-Puig, M., and Sosvilla-Rivero, S. (2019). «Has de ECB’s monetary policy prompted companies to investor pay dividends?» Applied Economics, 51 (45), 4920-4938. DOI: https://doi.org/10.1080/00036846.2019.1602715

Chuliá, H., Furió, M.D. and Uribe, J.M. (2019). «Volatility Spillovers in Energy Markets» Energy Journal, 40(3):127-152.

Colldeforns-Papiol, G., Ortiz-Gracia, L. and Oosterlee, C.W. (2019) «Quantifying credit portfolio losses under multi-factor models» International Journal of Computer Mathematics, 96(11), 2135–2156. DOI: https://doi.org/10.1080/00207160.2018.1447666.

Denuit, M., Guillen, M. and Trufin, J. (2019) “Multivariate credibility modeling for usage-based motor insurance pricing with behavioural data» Annals of Actuarial Science 13(2), 378-399. https://doi-org.sire.ub.edu/10.1017/S1748499518000349

Fondevila-McDonald, Y., Molinero-Ruiz, E., Vergara-Duarte, M., Guillen, M., Ollé-Espluga, L., Menéndez, M. and Benach, J. (2019) “Is there an estimation bias in occupational health and safety surveys? The mode of administration and informants as a source of error” Sociological Methods and Research, 48, 1, 185-201. https://doi.org/10.1177/0049124116672681

Gómez-Puig, M. and Sosvilla-Rivero, S. (2019). “New empirical evidence on the impact of public debt on economic growth in EMU countries», Revista de Economía Mundial-Journal of World Economy, 51, 101-120. https://www.sem-wes.org/sites/default/files/revistas/REM51%20cap4.pdf

Gómez-Puig, M., Singh, M.K. and Sosvilla-Rivero S. (2019). “The sovereign-bank nexus in peripheral euro area: Further evidence from contingent claim analysis”. North American Journal of Economics and Finance, 49, 1-46. DOI: https://doi.org/10.1016/j.najef.2019.03.021

Guillen, M., Nielsen, J.P., Ayuso, M. and Pérez-Marin, A.M. (2019)“The use of telematics devices to improve automobile insurance rates” Risk Analysis, 39, 3, 662-672. doi:10.1111/risa.13172

Pérez-Marín, A.M. and Guillen, M. (2019) “Semi-autonomous vehicles: Usage-based data evidences of what could be expected from eliminating speed limit violations” Accident Analysis and Prevention, 123, 99-106. DOI:https://doi.org/10.1016/j.aap.2018.11.005

Perez-Marin, A. M., Ayuso, M. and Guillen, M. (2019) “Do young insured drivers slow down after suffering an accident?” Transportation Research Part F: Psychology and Behaviour 62, 690-699. DOI: 10.1016/j.trf.2019.02.021.

Pérez-Marín, A. M., Guillen, M., Alcañiz, M. and Bermúdez, L. (2019) “Quantile regression with telematics information to assess the risk of driving above the posted speed limit”, Risks, 7, 80. DOI: 10.3390/risks7030080.

Pesántez-Narváez, J., Guillén, M. and Alcañiz, M. (2019). “Predicting Motor Insurance Claims Using Telematics Data—XGBoost versus Logistic Regression”. Risks, 7(2), 70. https://doi.org/10.3390/risks7020070

2018

Acuña, C., Bolancé, C. and Torra, S. (2018) «Análisis de la dependencia espacial entre índices bursátiles» Anales del Instituto de Actuarios Españoles, 4ª época, 24, 2018/79-97 DOI: https://doi.org/10.26360/2018_4

Alcañiz, M. and Solé-Auró, A. (2018) “Feeling good in old age: factors explaining health-related quality of life” Health and Quality of Life Outcomes, 16:48. DOI: https://doi.org/10.1186/s12955-018-0877-z

Alcañiz, M., Guillen, M. and Santolino, M. (2018) “Prevalence of drug use among drivers based on mandatory, random tests in a roadside survey” PLoS ONE, 13, 6, art. no. e0199302. DOI:https://doi.org/10.1371/journal.pone.0199302

Bermúdez, Ll., Guillen, M. and Karlis, D. (2018) “Allowing for time and cross dependence assumptions between claim counts in ratemaking models” Insurance: Mathematics and Economics, 83, 161-169.
DOI: https://doi.org/10.1016/j.insmatheco.2018.06.003.

Bermúdez, Ll, Karlis, D. and Santolino, M. (2018) «A discrete mixture regression for modeling the duration of non-hospitalization medical leave of motor accident victims» Accident Analysis and Prevention,. 121, 157-165.
DOI: https://doi.org/10.1016/j.aap.2018.09.006

Bolancé, C., Alemany, R. and Padilla-Barreto, A. E. “Impact of D-Vine Structure on Risk Estimation” The Journal of Risk, 20, 1-32. DOI: https://doi.org/10.21314/JOR.2018.384

Bolancé, C., Guillen, M., Nielsen, J. P. and Thuring, F. (2018) “Price and Profit Optimization for Financial Services” Risks, 6, 1, 9. DOI: https://doi.org/10.3390/risks6010009

Chen, A., Vigna, E. and Guillen, M. (2018) “Solvency requirement in a unisex mortality model” Astin Bulletin, 48(3), 1219-1243. DOI: https://doi.org/10.1017/asb.2018.11

Claveria, O., Monte, E. and Torra, S. (2018): «A data-driven approach to construct survey-based indicators by means of evolutionary algorithms«. Social Indicators Research, 135 (1), 1-14.
DOI: https://doi.org/10.1007/s11205-016-1490-3

Chuliá, H., Fernández, J. and Uribe, J.M. (2018) “Currency downside risk, liquidity, and financial stability” Journal of International Money and Finance, 89, 83-102. DOI: https://doi.org/10.1016/j.jimonfin.2018.09.009

Colldeforns-Papiol, G. and Ortiz-Gracia. L. “Computation of market risk measures with stochastic liquidity horizon” Journal of Computational and Applied Mathematics, 342, 431-450. DOI: https://doi.org/10.1016/j.cam.2018.03.038

Dang, D.M. and Ortiz-Gracia, L.  (2018) “A dimension reduction Shannon-wavelet based method for option pricing” Journal of Scientific Computing, 75, 2, 733 761  DOI:https://doi.org/10.1007/s10915-017-0556-y

Donnelly, C., Guillen, M., Nielsen, J.P. and Pérez-Marín, A.M. (2018) “Implementing individual savings decisions for retirement with bounds on wealth” Astin Bulletin, 48, 1, 111-137. DOI: https://doi.org/10.1017/asb.2017.34

Gómez-Puig, M. and Sosvilla-Rivero, S. (2018) «Public debt and economic growth: Further evidence for the Euro Area». Acta Oeconomica, 68, 209-229. DOI: https://doi.org/10.1556/032.2018.68.2.2

Gómez-Puig, M. and Sosvilla-Rivero, S. (2018). «On the time-varying nature of the debt-growth nexus: Evidence from the euro area». Applied Economics Letters, 25, 9, 597-600. DOI:http://dx.doi.org/10.1080/13504851.2017.1349284

Gómez-Puig, M. and Sosvilla-Rivero, S. (2018). “Nonfinancial debt and economic growth in euro-area countries” Journal of International Financial Markets, Institutions and Money, 56, 17-37  DOI: https://doi.org/10.1016/j.intfin.2018.03.005

Guillen, M., Sarabia, J.M., Belles-Sampera, J. and Prieto, F. (2018) “Distortion Risk Measures for Non-negative Multivariate Risks” Journal of Operational Risk, 13, 2, 35–57. DOI:  https://doi.org/10.21314/JOP.2018.206

Ladrón de Guevara, R., Torra, S. and Monte, E. (2018). “Extraction of the underlying structure of systematic risk from Non-Gaussian multivariate financial time series using Independent Component Analysis. Evidence from the Mexican Stock Exchange.” Computación y Sistemas, 22 (4), 1049-1064. México: ISSN Impreso: 1405-5546, ISSN electrónico: 2007-9737

Leitao, A., C.W. Oosterlee, C.W., Ortiz-Gracia, L. and Bohte, S.M. (2018) “On the data-driven COS method” Applied Mathematics and Computation, 317, 68-84. DOI: https://doi.org/10.1016/j.amc.2017.09.002

Leitao, A., Ortiz-Gracia, L. and Wagner, E.I. (2018) «SWIFT valuation of discretely monitored arithmetic Asian options» Journal of Computational Science, 28, 120–139. DOI: https://doi.org/10.1016/j.jocs.2018.07.004

Restrepo, N., Uribe, J.M. and Manotas, D. (2018) “Financial risk network architecture of energy firms” Applied Energy, 215(C): 630-642. DOI: https://doi.org/10.1016/j.apenergy.2018.02.060

Salas-Molina, F., Rodríguez-Aguilar, J. A., Serrà, J., Guillen, M. and Martin, F. J. (2018)  “Empirical analysis of daily cash flow time series and its implications for forecasting” SORT-Statistics and Operations Research Transactions, 42, 1, 73-98. DOI: https://doi.org/10.2436/20.8080.02.70

Schulze-Darup, A., Guillen, M. and Piulachs, X. (2018) “Consumer preferences for electric vehicles in Germany” International Journal of Transport Economics, 45, 1, 97-122 DOI: https://doi.org/10.19272/201806701006

Söderberg, M., Menezes, F. and Santolino, M. (2018) «Regulatory behaviour under threat of court reversal: theory and evidence from the Swedish electricity market», Energy Economics, , 302-310.
DOI: https://doi.org/10.1016/j.eneco.2018.03.006

Torra, V., Guillen, M. and Santolino, M. (2018) “Continuous m-dimensional distorted probabilities”, Information Fusion, 44, 97-102. DOI: https://doi.org/10.1016/j.inffus.2017.12.004

Uribe, J.M., Chuliá, H. and Guillen, M. (2018) “Trends in the quantiles of the life table survivorship function” European Journal of Population, 34, 5, 793-817.
DOI: https://doi.org/10.1007/s10680-017-9460-2

Uribe, J.M., Guillen M. and Mosquera-Lopez, E. (2018) “Uncovering the nonlinear predictive causality between natural gas and electricity prices” Energy Economics, 74, 904-916. DOI: https://doi.org/10.1016/j.eneco.2018.07.025

2017

Abío, G., Alcañiz, M., Gómez-Puig, M., Rubert, G., Serrano, M., Stoyanova, A. and Vilalta-Bufí, M. (2017) “Retaking a course in Economics: Innovative teaching strategies to develop learning habits in large groups of low-performing students”. Innovations in Education and Teaching International, Published on-line 12/10/17.
DOI: https://doi.org/10.1080/14703297.2017.1389289

Alcañiz, M., Santolino, M. and Ramon, Ll. (2017) “A comparative analysis of tree-based models classifying imbalanced breath alcohol data” Boletín de Estadística e Investigación Operativa, 33, 3, 189-222.       http://hdl.handle.net/2445/120281

Alfaro, V., Gil-Lafuente, A.M. and Alfaro, G. (2017) «A fuzzy methodology for innovation management measurement» Kybernetes, 46, 1, 50-66. DOI: https://doi.org/10.1108/K-06-2016-0153

Alfaro, V., Gil-Lafuente, A.M., Alfaro, G. (2017) «A fuzzy approach to a municipality grouping model towards creation of synergies» Computational and Mathematical Organization Theory, 23, 3, 391–408.
DOI: https://doi.org/10.1007/s1058

Ayuso, M., Bravo, J. M. and Holzmann, R. (2017) «Adressing longevity heterogeneity in pension scheme design» Journal of Finance and Economics, 6, 1 (2017), 1-21. DOI: https://doi.org/10.12735/jfe.v6n1p1

Bermúdez, L. and Karlis, D. (2017) “A posteriori ratemaking using bivariate Poisson models” Scandinavian Actuarial Journal, 2, 148-158. DOI:http://dx.doi.org/10.1080/03461238.2015.1094403

Bermúdez, L., Karlis, D. and Santolino, M. (2017) “A finite mixture of multiple discrete distributions for modelling heaped count data”. Computational Statistics and Data Analysis, 112, 14-23. DOI:https://doi.org/10.1016/j.csda.2017.02.013

Blanco, F., Gil-Lafuente, A.M. and Merigo, J. (2017) «Fuzzy decision making: A bibliometric-based review» Journal of lntelligent and Fuzzy Systems, 32, 3, 2033-2050. DOI: https://doi.org/10.3233/JIFS 161640

Bølviken, E. and Guillen, M. (2017) “Risk aggregation in Solvency II through recursive log-normals», Insurance: Mathematics and Economics, Volume 73, March 2017, 20-26. DOI:http://dx.doi.org/10.1016/j.insmatheco.2016.12.006

Boucher, J-P., Côté, S. and Guillen, M. (2017) “Exposure as duration and distance in telematics motor insurance using generalized additive models”, Risks, 5(4), 54;DOI:  https://doi.org/10.3390/risks5040054

Bräutigam, M., Guillen, M. and Nielsen, J.P. (2017) “Facing up to longevity with old actuarial methods: a comparison of pooled funds and income tortines” The Geneva Papers on Risk and Insurance – Issues and Practice, 42, 3, 406-422. DOI: https://doi.org/10.1057/s41288-017-0056-1

Chuliá, H., Guillen, M. and Uribe, J.M. (2017) “Measuring uncertainty in the stock markets”, (joint with M. Guillén and J.M. Uribe), International Review of Economics and Finance, 48, 18-33. DOI:http://dx.doi.org/10.1016/j.iref.2016.11.003

Chuliá, H., Guillen, M. and Uribe, J.M.  (2017) “Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis”, Emerging Markets Review,  31, 32-45. DOI:http://dx.doi.org/10.1016/j.ememar.2017.01.001

Chuliá, H., Gupta, R., Uribe, J.M. and Wohar, M.E.  (2017)“Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach”, Journal of International Financial Markets, Institutions and Money, 48, 178-191 DOI:http://dx.doi.org/10.1016/j.intfin.2016.12.003

Chuliá H., Pinchao, A.D. and Uribe, J.M. (2017) “Risk Synchronization in International Stock Markets” Global Economic Review, 47, 2, 135-150. DOI: https://doi.org/10.1080/1226508X.2017.1407952

Clavería, O., Monte, E. and Torra, S. (2017) «Using survey data to forecast real activity with evolutionary algorithms. A cross-country analysis Journal Of Applied Economics, 20, 2, 329-349.
DOI: https://doi.org/10.1016/S1514‑0326(17)30015-6

Clavería, O., Monte, E. and Torra, S. (2017) «Data pre-processing for neural network-based forecasting: does it really matter?» Technological and Economic Development of Economy. 235, 709-725.
DOI: https://doi.org/10.3846/20294913.2015.1070772

Clavería, O., Monte, E. and Torra, S. (2017) «A new approach for the quantification of qualitative measures of economic expectations» Quality & Quantity, 51, 6, 2685-2706. DOI: https://doi.org/10.1007/s11135-016-0416-0

Claveria, O., Monte, E. and Torra, S. (2017) “Assessment of the effect of the financial crisis on agents’ expectations through symbolic regression”, Applied Economics Letters, 24, 648-652. DOI:http://dx.doi.org/10.1080/13504851.2016.1218419

Colldeforns-Papiol, G., Ortiz-Gracia, L. and C.W. Oosterlee (2017) “Two-dimensional Shannon wavelet inverse Fourier technique for pricing European options” Applied Numerical Mathematics, 117, 115–138. DOI:https://doi.org/10.1016/j.apnum.2017.03.002

D’Amico, G.; Guillen, M.; Manca, R. (2017) “Multi-state models for evaluating conversion options in life insurance” Modern Stochastics Theory and Applications, 4(2), 127-139.
DOI http://dx.doi.org/10.15559/17-VMSTA78

Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). «Public debt and economic growth: Further evidence for the Euro Area». Acta Oeconomica, 68, 209-229  DOI: https://doi.org/10.1556/032.2018.68.2.2

Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). «On the time-varying nature of the debt-growth nexus: Evidence from the euro area». Applied Economics Letters, 25, 9, 597-600.
DOI: http://dx.doi.org/10.1080/13504851.2017.1349284

Gómez-Puig, M. and Sosvilla-Rivero, S. (2017). “Heterogeneity in the debt-growth nexus: Evidence from EMU countries”. International Review of Economics and Finance, Vol. 51, 470-486. DOI: http://dx.doi.org/10.2139/ssrn.2943255

Maree, S.C., Ortiz-Gracia L.and C.W. Oosterlee (2017). Pricing early-exercise and discrete barrier options by Shannon wavelet expansions. Numerische Mathematik, 136, 4, 1035-1070.
DOI:  https://doi.org/10.1007/s00211-016-0858-2

Marí del Cristo, M.L. and Gómez-Puig, M. (2017). «Dollarization and the relationship between EMBI and fundamentals in Latin American countries”. Cuadernos de Economía: Spanish Journal of Economics and Finance, Vol.40, 14-30.  DOI:http://dx.doi.org/10.1016/j.cesjef.2016.10.002

Merigo, J., Blanco, F., Gil-Lafuente, A.M. and Yager, R. (2017) «Thirty years of the international journal of intelligent systems: a bibliometric review» lnternational Journal of lntelligent Systems, 32, 5, 526-554.
DOI: https://doi.org/10.1002/int.21859

Mosquera, S., Manotas, D., Uribe, J.M. (2017) “Risk asymmetries in hydrothermal power generation markets”, Electric Power Systems Research, 147, 154-164. DOI:http://dx.doi.org/10.1016/j.epsr.2017.02.032

Mosquera-López, S., Uribe, J.M. and Manotas, D. (2017) “Nonlinear empirical pricing in electricity markets using fundamental weather factors” Energy, 139(15): 594-605.   DOI:  http://dx.doi.org/10.1016/j.energy.2017.07.181

Piulachs, X., Alemany, R. and Guillen, M. (2017) «Emergency care usage and longevity have opposite effects on health insurance rates» Kybernetes, 46(1), 102-113. DOI:http://dx.doi.org/10.1108/K-06-2016-0149

Piulachs, X., Alemany, R., Guillen, M. and Rizopoulos, D. (2017) “Joint models for longitudinal counts and left-truncated time-to event data with applications to health insurance” Sort-Statistics and Operations Research Transactions, 41(2), 347-372. DOI: http://dx.doi.org/10.2436/20.8080.02.63

Uribe, J. M., Chuliá, H., & Guillen, M. (2017) “Uncertainty, systemic shocks and the global banking sector: Has the crisis modified their relationship?” Journal of International Financial Markets, Institutions and Money, 50, 52-68. DOI:  https://doi.org/10.1016/j.intfin.2017.09.027

2016

Abad, P. and Chuliá, H. (2016) “European government bond market contagion in turbulent times” Czech Journal of Economics and Finance, 66(3), 263-276. http://journal.fsv.cuni.cz/storage/1357_abad.pdf

Alaminos, E., Ayuso, M. and Guillen, M. (2016) “An estimation of the individual illiquidity risk for the elderly Spanish population with long-term care needs», Modeling and Simulation in Engineering, Economics and Management, vol. 254 of the series Lecture Notes in Business Information Processing, Springer International Publishing Switzerland, 71-81. DOI:http://dx.doi.org/10.1007/978-3-319-40506-3_8

Alcañiz, M., Santolino, M. and Ramón, Ll. (2016) “Drinking patterns and drunk-driving behaviour by age and gender in Catalonia, Spain: a comparative study”, Transportation Research Part F: Traffic Psychology and Behaviour, 42, 522-541. DOI:http://dx.doi.org/10.1016/j.trf.2016.09.031

Alemany, R.; Bolancé, C.; Guillen, M. and Padilla-Barreto; A. (2016) “Combining Parametric and Non-Parametric Methods to Compute Value-At-Risk”, Economic Computation and Economic Cybernetics Studies and Research, 50(4), 61-74 ftp://www.ipe.ro/RePEc/cys/ecocyb_pdf/ecocyb4_2016p61-74.pdf
Download Info https://ideas.repec.org/a/cys/ecocyb/v50y2016i4p61-74.html

Arroyo-Cañada, F.J. and Gil-Lafuente, J. (2016) «The incidence of incentives for t-commerce acceptance: improving television as a distribution channel» Journal of Business & Industrial Marketing, 31,3, 426-435. DOI:https://doi.org/10.1108/JBIM-04-2013-0072

Ayuso, M., Bermúdez, Ll. and Santolino, M. (2016) “Copula-based regression modeling of bivariate disability severity of temporary and permanent motor injuries”, Accident Analysis and Prevention, 89, 142-150. DOI:http://dx.doi.org/10.1016/j.aap.2016.01.008

Ayuso, M., Guillen, M. and Pérez-Marín, A. M. (2016) “Telematics and gender discrimination: some usage-based evidence on whether men’s risk of accidents differs from women’s” Risks, 4(2), 1-10. DOI:http://dx.doi.org/10.3390/risks4020010.

Ayuso, M., Guillen, M. and Pérez-Marín, A.M. (2016) “Using GPS data to analyse the distance travelled to the first accident at fault in pay-as-you-drive insurance” Transportation Research Part C: Emerging Technologies, 68, 160-167. DOI:http://dx.doi.org/10.1016/j.trc.2016.04.004.

Belles-Sampera, J., Guillen, M. and Santolino, M. (2016) “The use of fexible quantile-based measures in risk assessment” Communications in Statistics-Theory and Methods, 45(6), 1670-1681. DOI:http://dx.doi.org/10.1080/03610926.2014.938829

Belles-Sampera, J., Guillén, M. and Santolino, M. (2016) “Compositional methods applied to capital allocation problems”, The Journal of Risk, 19(2), 1-15.DOI:http://dx.doi.org/10.21314/JOR.2016.345

Belles-Sampera, J., Guillen, M. and Santolino, M. (2016) “What attitudes underlie distortion risk measure choices”, Insurance: Mathematics and Economics, 68, 101-109. DOI:http://dx.doi.org/10.1016/j.insmatheco.2016.02.005

Cambois, E., Solé-Auró, A., and Robine, J.M. (2016) “Economic hardship and educational differentials in disability in 26 European countries” Journal of Aging & Health (Q1), 28(7): 1214-1238. DOI:http://dx.doi.org/10.1177/0898264316656503

Cambois, E., Solé-Auró, A., Brønnum-Hansen, H., Egidi, V., Jagger, C., Jeune, B., Nusselder, W.J., Van Oyen, H., White, C., and Robine, J.M. (2016) “ Educational differentials in disability vary across and within welfare regimes: a comparison of 26 European countries in 2009” Journal of Epidemiology & Community Health (Q1), 70 (4), 331-338. DOI:http://dx.doi.org/10.1136/jech-2015-205978

Claveria, O., Monte, E. and Torra, S. (2016) “Combination forecasts of tourism demand with machine learning models”, Applied Economics Letters, 23, 428-431. DOI:http://dx.doi.org/10.1080/13504851.2015.1078441

Claveria, O., Monte, E. and Torra, S. (2016) “Quantification of Survey Expectations by Means of Symbolic Regression via Genetic Programming to Estimate Economic Growth in Central and Eastern European Economies”, Eastern European Economics, 54, 171-189. DOI:http://dx.doi.org/10.1080/00128775.2015.1136564

Claveria, O., Monte, E. and Torra, S. (2016) “A self-organizing map analysis of surveybased agents’ expectations before impending shocks for model selection: The case of the 2008 financial crisis”, International Economics, 146, 40-58. DOI:http://dx.doi.org/10.1016/j.inteco.2015.11.003

Claveria, O., Torra, S. and Monte, E (2016) “Modelling Tourism demand to spain with machine learning techniques. The impact of forecast horizon on model selection”, Revista de Economía Aplicada, 72, 109-132. http://www.revecap.com/revista/ingles/numeros/72/pdf/Claveria.pdf

Claveria, O., Monte, E. and Torra, S. (2016) “Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model”, Series-Journal of The Spanish Economic Association, 7, 341-357. DOI:http://dx.doi.org/10.1007/s13209-016-0144-7

Chuliá, H., Guillen, M. and Uribe, J.M. (2016) “Modeling longevity risk with generalized dynamic factor models and vine-copulae”, ASTIN Bulletin, 46(1), 165-190. DOI:http://dx.doi.org/10.1017/asb.2015.21

Ferrer-Comalat, J.C., Linares-Mustarós, S., Merigó, J.M. and Corominas-Coll, D. (2016) “A model for optimal investment project choice using fuzzy probability” Economic Computation and Economic Cybernetics Studies and Research, 50(4), 187-203. ftp://www.ipe.ro/RePEc/cys/ecocyb_pdf/ecocyb4_2016p187-203.pdf

Fernández-Rodríguez, F., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) “Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility”. Journal of International Financial Markets, Institutions and Money, Vol. 43, 126-145. DOI:http://dx.doi.org/10.1016/j.intfin.2016.04.005

Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) «Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion» Economic Modelling, 56, 133–147. DOI:http://dx.doi.org/10.1016/j.econmod.2016.03.017.

Guillen M., Chulià, H. and Llatje, O. (2016) “Seasonal and time-trend variation by gender of alcohol-impaired drivers at sobriety checkpoints” Journal of Studies on Alcohol and Drugs, 77(3), 413-420. DOI:http://dx.doi.org/10.15288/jsad.2016.77.413

Llach, J., Alonso-Almeida, M. D. M., Martí, J. and Rocafort, A. (2016). «Effects of quality management on hospitality performance in different contexts». Industrial Management & Data Systems, 116(5), 1005-1023. DOI:http://dx.doi.org/10.1108/IMDS-06-2015-0235

Marí del Cristo, M.L. and Gómez-Puig, M. (2016) “Fiscal sustainability and dollarization: the case of Ecuador» Applied Economics, 48, 2139–2155. DOI:http://dx.doi.org/10.1080/00036846.2015.1114580

Piulachs, X., Alemany, R. and Guillen, M. (2016) “Joint modelling of survival and emergency medical care usage in Spanish insureds aged 65+” Plos one, 11(4), e0153234. DOI:http://dx.doi.org/10.1371/journal.pone.0153234

Ortiz-Gracia, L. (2016) «Efficient wavelets-based valuation of synthetic CDO tranches». Journal of Computational and Applied Mathematics, 292, 562–575. DOI:http://dx.doi.org/10.1016/j.cam.2015.07.025

Ortiz-Gracia, L. and Oosterlee, C.W. (2016) «A highly efficient Shannon wavelet inverse Fourier technique for pricing European options». SIAM Journal on Scientific Computing, 38(1), B118–B143. DOI:http://dx.doi.org/10.1137/15M1014164

Singh, M.K., Gómez-Puig, M. and Sosvilla-Rivero, S. (2016) “Sovereign-Bank linkages: Quantifying directional intensity of risk transfers in EMU countries” Journal of International Money and Finance, 63, 137-164. DOI:http://dx.doi.org/10.1016/j.jimonfin.2016.01.003

Solé-Auró, A. and Alcañiz, M. (2016). “Educational attainment, gender and health inequalities among older adults in Catalonia (Spain)” International Journal for Equity in Health (Q1), 15:126. DOI:http://dx.doi.org/10.1186/s12939-016-0414-9

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